Inference and speci cation testing in threshold regression with endogeneity

by Ping Yu, Qin Liao, and Peter C. B. Phillips

Year of publication:	2019 ; This Version: November 2019
Authors:	Yu, Ping ; Liao, Qin ; Phillips, Peter C. B.
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Threshold regression \| Endogeneity \| Identi cation \| Con dence interval \| 2SLS \| IDKE \| Seci cation testing \| Bootstrap \| U-statistic \| Regressionsanalyse \| Regression analysis \| Schätztheorie \| Estimation theory \| Bootstrap-Verfahren \| Bootstrap approach

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