levels of endogeneity and instrument relevance. …

of endogeneity in the regressor. The paradox arises because additional correct information is not necessarily … advantageous when information is incomplete. In the present case, endogeneity in the regressor introduces bias when the true … and propose two new consistent estimators for the parametric regression, which address the endogeneity in the regressor by …

This paper studies estimation and specification testing in threshold regression with endogeneity. Three key results … endogeneity and threshold effects without relying on instrumentation of the covariates. The threshold effect test extends … models in treatment effects evaluation in the presence of endogeneity. …

models without endogenous regressors, and penalized GMM (PGMM) for models with endogeneity. In both cases we develop a new … variant of Lasso called classifier-Lasso (C-Lasso) that serves to shrink individual coefficients to the unknown group …-specific coefficients. C-Lasso achieves simultaneous classification and consistent estimation in a single step and the classification …