This paper introduces the structural threshold regression (STR) model that allows for an
endogenous threshold variable as well as for endogenous regressors. This model provides …

The regression discontinuity design has become a common framework among applied
economists for measuring treatment effects. A key restriction of the existing literature is the …

The influential paper by Reinhart and Rogoff (Reinhart, CM, and KS Rogoff. 2010.“Growth in
a Time of Debt.” The American Economic Review 100: 573–578.) has triggered a debate …

The role of financial development is vital in long-run economic growth. Due to the windfall
revenues it might have extra relevance in natural resource-rich developing economies. This …

This paper studies estimation in threshold regression with endogeneity in the regressors
and thresholding variable. Three key results differ from those in regular models. First, both …

This paper considers robust inference in threshold regression models when the practitioners
do not know whether at the threshold point the true specification has a kink or a jump …

This article studies computation, estimation, inference, and testing for linearity in threshold
regression with a threshold boundary. We first put forward a new algorithm to ease the …

Threshold regression models are useful for identifying subgroups with heterogeneous
parameters. The conventional threshold regression models split the sample based on a …

This paper studies semiparametric efficient estimation of the threshold point in threshold
regression. The classical literature of semiparametric efficient estimation rests on the fact …

This paper studies control function (CF) approaches in endogenous threshold regression
where the threshold variable is allowed to be endogenous. We first use a simple example to …