Endogeneity in Threshold Nonlinearity Tests
Work
Year: 2013
Type: article
Abstract: This article shows the conditions under which endogeneity of a regressor variable does not affect threshold nonlinearity tests. Inference on the values of the parameters derived from standard statisti... more
Institutions University of Wisconsin–Madison, University of San Andrés, Consejo Nacional de Investigaciones Científicas y Técnicas, City, University of London, University of Southampton
Cites: 9
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 52.88
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green