Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5058525 | Economics Letters | 2015 | 6 Pages |
Abstract
This paper shows that when the threshold variable is independent of other covariates, such as in the structural change model, the least squares estimator of the threshold point is consistent even if endogeneity is present.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ping Yu,