Inconsistency of 2SLS estimators in threshold regression with endogeneity

This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity problem in threshold regression.

Year of publication:	2013
Authors:	Yu, Ping
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 120.2013, 3, p. 532-536
Publisher:	Elsevier
Subject:	Threshold regression \| Endogeneity \| Inconsistency \| 2SLS estimator \| Identification

Type of publication:	Article
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010681758