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Our data says that the document:
Myung Hwan, Seo ; yongcheol, shin ; MYUNG HWAN, SEO ; Yongcheol, Shin. (2014) Dynamic Panels with Threshold Effect and Endogeneity.
In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577.
Full description at Econpapers
cites:
Chan, K.S. (1993): “Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model,â€Annals of Statistics 21, 520-33.
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