possibility of estimating nonlinear models by methods that take into account endogeneity but provided no tests for exogeneity …

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. …

class of cointegrated time series models with endogeneity and nonsta-tionarity. The paper then establishes an asymptotic … covering a class of non-integrable functions. Endogeneity in two general forms is allowed in the models to be tested. A … test is naturally applicable to the case where there is a type of endogeneity inherited in the relationship between the …

A characterization of endogeneity in the binomial regression model is given. The relationship to a model subject to … Carlo study. A new LM test and a Hausman test against endogeneity are also evaluated. Maximum likelihood estimation based on …

difference-in-difference techniques: endogeneity, intra-group correlation and autocorrelation. …

endogeneity problem in demand estimations. Results support the important bias correction of the CF approach. …