Inconsistency of 2SLS estimators in threshold regression with endogeneity

被引：24
|
作者：
Yu, Ping [1 ]
机构：
[1] Univ Auckland, Auckland 1, New Zealand
来源：
ECONOMICS LETTERS | 2013年 / 120卷 / 03期
关键词：
Threshold regression; Endogeneity; Inconsistency; 2SLS estimator; Identification;
D O I：
10.1016/j.econlet.2013.06.023
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity problem in threshold regression. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码：532 / 536
页数：5
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