Inference for Dynamic Panels with Threshold Effect and Endogeneity

Shin, Yongcheol and Seo, Myung Hwan (2016) Inference for Dynamic Panels with Threshold Effect and Endogeneity. Journal of Econometrics. pp. 169-186. ISSN 0304-4076

Abstract

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Authors/Creators:
  • Shin, Yongcheol (yongcheol.shin@york.ac.uk)
  • Seo, Myung Hwan
Copyright, Publisher and Additional Information: © 2016 Elsevier B.V. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
Keywords: Dynamic Panel Threshold Models, Endogenous Threshold E¤ects and Regressors, FD-GMM and FD-2SLS, Linearity and Exogeneity Tests, Investment.
Dates:
  • Published: December 2016
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 06 Dec 2016 11:53
Last Modified: 03 May 2020 11:10
Published Version: https://doi.org/10.1016/j.jeconom.2016.03.005
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jeconom.2016.03.005

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Description: Dynamic Panels with Threshold Effect and Endogeneity

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