Threshold regression with endogeneity

Ping Yu; Peter C. B. Phillips

Year of publication:	2014
Authors:	Yu, Ping ; Phillips, Peter C. B.
Publisher:	New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ.
Subject:	Threshold regression \| Endogeneity \| Local shifter \| Identiﬁcation \| Eﬀiciency \| Integrated diﬀerence kernel estimator \| Regression discontinuity design \| Optimal rate of convergence \| Partial linear model \| Speciﬁcation test \| U-statistic \| Wild bootstrap \| Threshold treatment model \| 401(k) plan \| Regressionsanalyse \| Regression analysis \| Schätztheorie \| Estimation theory \| Bootstrap-Verfahren \| Bootstrap approach \| Nichtparametrisches Verfahren \| Nonparametric statistics

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