Inconsistency of 2SLS estimators in threshold regression with endogeneity

Ping Yu

Economics Letters, 2013, vol. 120, issue 3, 532-536

Abstract: This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity problem in threshold regression.

Keywords: Threshold regression; Endogeneity; Inconsistency; 2SLS estimator; Identification (search for similar items in EconPapers)
JEL-codes: C13 C14 C21 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (21)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:120:y:2013:i:3:p:532-536

DOI: 10.1016/j.econlet.2013.06.023

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