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 … conventional parametric structural change tests to the nonparametric case. A wild bootstrap procedure is suggested to deliver …

can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be …-statistics of weakly dependent random variables. As our main contribution, we propose a new model-free bootstrap method for U- and V …-statistics of dependent random variables. Our method is a modification of the dependent wild bootstrap recently proposed by Shao [X …

The two-stage least-squares (2SLS) instrumental variables estimator is commonly used to address endogeneity. However …

This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity …

expenditure shares and total xpenditure, we adjust for any possible endogeneity,which is a familiar problem in demand analysis …

models using information from the Survey of Life Quality in 1997 are employed. In addition, endogeneity problems were … corrected using two-stage built regressors. Bootstrap contrasts were conducted to identify linear and quadratic effects. The …