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Threshold regression with endogeneity

Citations

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Cited by:

  1. Tue Gørgens & Allan H. Würtz, 2019. "Threshold Regression with Endogeneity for Short Panels," Econometrics, MDPI, vol. 7(2), pages 1-8, May.
  2. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020. "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
  3. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
  4. Djedje Hermann Yohou & Michaël Goujon & Bertrand Laporte & Samuel Guérineau, 2016. "Is Aid Unfriendly to Tax? African Evidence of Heterogeneous Direct and Indirect Effects," Working Papers halshs-01321620, HAL.
  5. Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022. "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers 2022-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Hermann D. Yohou, 2023. "Corruption, tax reform and fiscal space in emerging and developing economies," The World Economy, Wiley Blackwell, vol. 46(4), pages 1082-1118, April.
  7. Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022. "Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects," Cowles Foundation Discussion Papers 2352, Cowles Foundation for Research in Economics, Yale University.
  8. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
  9. Yan Sun & Wei Huang, 2024. "Estimation and testing of kink regression model with endogenous regressors," Computational Statistics, Springer, vol. 39(6), pages 3115-3135, September.
  10. Lee, Yoonseok & Wang, Yulong, 2023. "Threshold regression with nonparametric sample splitting," Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
  11. Liu, Renliang & Sheng, Liugang & Wang, Jian, 2023. "Faking trade for capital control evasion: Evidence from dual exchange rate arbitrage in China," Journal of International Money and Finance, Elsevier, vol. 138(C).
  12. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Exploring Okun's law asymmetry: An endogenous threshold logistic smooth transition regression approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 123-158, February.
  13. Yu, Ping, 2015. "Consistency of the least squares estimator in threshold regression with endogeneity," Economics Letters, Elsevier, vol. 131(C), pages 41-46.
  14. Özmen, Erdal & Taşdemir, Fatma, 2024. "Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 168-176.
  15. Chen, Shiyi & Chng, Michael T. & Liu, Qingfu, 2021. "The implied arbitrage mechanism in financial markets," Journal of Econometrics, Elsevier, vol. 222(1), pages 468-483.
  16. Rothfelder, Mario, 2018. "Three essays on time-varying parameters and time series networks," Other publications TiSEM fc7a10c0-7eee-479a-ac22-b, Tilburg University, School of Economics and Management.
  17. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
  18. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
  19. Chaoyi Chen & Yiguo Sun, 2018. "Monte Carlo Comparison for Nonparametric Threshold Estimators," JRFM, MDPI, vol. 11(3), pages 1-15, August.
  20. Harb, Nermeen & Hall, Stephen G., 2019. "Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 192-204.
  21. Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  22. Zhang, Wenjie & Quan, Hao & Srinivasan, Dipti, 2018. "Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination," Energy, Elsevier, vol. 160(C), pages 810-819.
  23. Jinjing Tian & Taining Wang & Feng Yao, 2024. "Excessive External Borrowing in China: Evidence from a Nonparametric Threshold Regression Model with Fixed Effects," Mathematics, MDPI, vol. 12(23), pages 1-28, November.
  24. Ma, Chenchen & Tu, Yundong, 2023. "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1876-1892.
  25. Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  26. Fujimoto, Takefumi & Suzuki, Aya, 2025. "Different strategies of crop diversification between poor and non-poor farmers: Concepts and evidence from Tanzania," Ecological Economics, Elsevier, vol. 227(C).
  27. Hirche, Martin & Greenacre, Luke & Nenycz-Thiel, Magda & Loose, Simone & Lockshin, Larry, 2021. "SKU performance and distribution: A large-scale analysis of the role of product characteristics with store scanner data," Journal of Retailing and Consumer Services, Elsevier, vol. 61(C).
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