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.
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页码：532 / 536
页数：5
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