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Inconsistency of 2SLS estimators in threshold regression with endogeneity. (2013). Yu, Ping .
In: Economics Letters.
RePEc:eee:ecolet:v:120:y:2013:i:3:p:532-536.

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Cited: 21

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  1. Corruption, tax reform and fiscal space in emerging and developing economies. (2023). Yohou, Hermann D.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:4:p:1082-1118.

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  2. Is the relationship between corruption, government stability and non?performing loans non?linear? A threshold analysis for the MENA region. (2022). Boussaada, Rim ; Hakimi, Abdelaziz ; Karmani, Majdi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4383-4398.

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  3. Is there a threshold effect in the liquidity risk–non?performing loans relationship? A PSTR approach for MENA banks. (2022). Karmani, Majdi ; Hakimi, Abdelaziz ; Boussaada, Rim.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1886-1898.

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  4. Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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  5. .

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  6. Debt Intolerance : Threshold Level and Composition. (2020). Matsuoka, Hideaki.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9276.

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  7. Debt intolerance: Threshold level and composition. (2020). Matsuoka, Hideaki.
    In: Working Papers on Central Bank Communication.
    RePEc:upd:utmpwp:014.

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  8. Debt intolerance: Threshold level and composition. (2020). Matsuoka, Hideaki.
    In: Working Papers.
    RePEc:tcr:wpaper:e147.

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  9. Corruption, Tax reform and Fiscal space in Emerging and Developing Economies. (2020). Yohou, Djedje Hermann .
    In: Working Papers.
    RePEc:hal:wpaper:hal-02987268.

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  10. Do firms located in science and technology parks enhance innovation performance? The effect of absorptive capacity. (2019). Mora-Valentin, Eva-Maria ; Ortiz-De, Marta ; Ubeda, Fernando.
    In: The Journal of Technology Transfer.
    RePEc:kap:jtecht:v:44:y:2019:i:1:d:10.1007_s10961-018-9686-0.

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  11. Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis. (2019). Hall, Stephen ; Harb, Nermeen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:73:y:2019:i:c:p:192-204.

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  12. Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:203:y:2018:i:1:p:50-68.

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  13. .

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  14. Is Aid Unfriendly to Tax? African Evidence of Heterogeneous Direct and Indirect Effects. (2016). Yohou, Djedje Hermann ; Laporte, Bertrand ; goujon, michael ; Guerineau, Samuel.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01321620.

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  15. Dynamic panels with threshold effect and endogeneity. (2016). shin, yongcheol ; Seo, Myunghwan .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:195:y:2016:i:2:p:169-186.

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  16. Is Aid Unfriendly to Tax? African Evidence of Heterogeneous Direct and Indirect Effects. (2016). Yohou, Djedje Hermann ; Laporte, Bertrand ; goujon, michael ; Guerineau, Samuel.
    In: Working Papers.
    RePEc:cdi:wpaper:1811.

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  17. Adaptive estimation of the threshold point in threshold regression. (2015). Yu, Ping .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:83-100.

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  18. Consistency of the least squares estimator in threshold regression with endogeneity. (2015). Yu, Ping .
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:41-46.

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  19. Maximum Likelihood Estimation of Dynamic Panel Threshold Models. (2015). Ramírez-Rondán, N.R. ; Ramirez-Rondan, Nelson .
    In: Working Papers.
    RePEc:apc:wpaper:2015-032.

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  20. Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan .
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:577.

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  21. Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:/2014/577.

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References

References cited by this document

  1. Boldea, O. ; Hall, A.R. ; Han, S. Asymptotic distribution theory for break point estimators in models estimated via 2SLS. 2012 Econometric Reviews. 31 1-33

  2. Caner, M. ; Hansen, B.E. Instrumental variable estimation of a threshold model. 2004 Econometric Theory. 20 813-843

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  8. Perron, P. ; Yamamoto, Y. Using OLS to estimate and test for structural changes in models with endogenous regressors. 2012 Journal of Applied Econometrics. -
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  9. Yu, P., 2008. Adaptive estimation of the threshold point in threshold regression. Mimeo, Department of Economics, University of Auckland.
    Paper not yet in RePEc: Add citation now
  10. Yu, P., 2012. Threshold regression with endogeneity. Mimeo, Department of Economics, University of Auckland.
    Paper not yet in RePEc: Add citation now

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  3. Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis.
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  4. Structural changes in heterogeneous panels with endogenous regressors. (2019). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi.
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  5. Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi.
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  6. Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping .
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  8. Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
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  9. The asymptotic behaviour of the residual sum of squares in models with multiple break points. (2017). Osborn, Denise ; Sakkas, Nikolaos ; Hall, Alastair R.
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  15. Structural change estimation in time series regressions with endogenous variables. (2014). Su, Liangjun ; Qian, Junhui.
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  17. The Transmission Mechanism in Good and Bad Times. (2014). Surico, Paolo ; mumtaz, haroon.
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  18. Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares. (2013). Osborn, Denise ; Hall, Alastair ; Sakkas, Nikolaos .
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  20. Inconsistency of 2SLS estimators in threshold regression with endogeneity. (2013). Yu, Ping .
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  21. Instrumental variable estimation of a nonlinear Taylor rule. (2012). Lamarche, Jean-Francois ; Koustas, Zisimos.
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  22. The Effect of Public Debt on Growth in Multiple Regimes. (2012). Tan, Chih Ming ; Stengos, Thanasis ; Kourtellos, Andros.
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  23. The Effect of Public Debt on Growth in Multiple Regimes. (2012). Tan, Chih Ming ; Stengos, Thanasis ; Kourtellos, Andros.
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  24. Is monetary policy in the new EU member states asymmetric?. (2012). Vašíček, Bořek ; Vaaek, Boek .
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  25. Structural Threshold Regression. (2011). Tan, Chih Ming ; Stengos, Thanasis ; Kourtellos, Andros ; Andros Kourtellos, Thanasis Stengos, .
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  26. Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank. (2011). Mandler, Martin.
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