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Inconsistency of 2SLS estimators in threshold regression with endogeneity

Article ID Journal Published Year Pages File Type
5059509 Economics Letters 2013 5 Pages PDF
Abstract
This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity problem in threshold regression.
Keywords
C13C21C14EndogeneityInconsistencyThreshold regressionIdentification
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Inconsistency of 2SLS estimators in threshold regression with endogeneity
Authors
Ping Yu,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
C13
C21
C14
Endogeneity
Inconsistency
Threshold regression
Identification
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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