Endogeneity in threshold nonlinearity tests

dc.creatorDentler, Alexander
dc.creatorMontes Rojas, Gabriel Victorio
dc.creatorOlmo, Jose
dc.date.accessioned2019-10-15T22:04:00Z
dc.date.accessioned2022-10-14T22:42:41Z
dc.date.available2019-10-15T22:04:00Z
dc.date.available2022-10-14T22:42:41Z
dc.date.created2019-10-15T22:04:00Z
dc.date.issued2014-01
dc.identifierDentler, Alexander; Montes Rojas, Gabriel Victorio; Olmo, Jose; Endogeneity in threshold nonlinearity tests; Taylor & Francis; Communications In Statistics-theory And Methods; 43; 1; 1-2014; 105-114
dc.identifier0361-0926
dc.identifierhttp://hdl.handle.net/11336/85995
dc.identifierCONICET Digital
dc.identifierCONICET
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/4315279
dc.description.abstractThis article shows the conditions under which endogeneity of a regressor variable does not affect threshold nonlinearity tests. Inference on the values of the parameters derived from standard statistics is also appropriate. Simulation techniques are used to approximate the p-value of the test. Monte Carlo simulations confirm the validity of Wald tests in the presence of endogeneity in the regressors.
dc.languageeng
dc.publisherTaylor & Francis
dc.relationinfo:eu-repo/semantics/altIdentifier/url/https://www.tandfonline.com/doi/abs/10.1080/03610926.2012.655878
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.1080/03610926.2012.655878
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subjectENDOGENEITY
dc.subjectTHRESHOLD MODELS
dc.subjectWALD TESTS
dc.titleEndogeneity in threshold nonlinearity tests
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:ar-repo/semantics/artículo
dc.typeinfo:eu-repo/semantics/publishedVersion


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