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 …

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 studies likelihood-based estimation and inference in parametric discontinuous
threshold regression models with iid data. The setup allows heteroskedasticity and threshold …

The article discusses important issues related to lean production and consumption,
providing the author's perspective on the factors and initiatives necessary for their …

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 …

This paper estimates threshold regression models with an endogenous threshold variable
using a nonparametric control function approach. Assuming diminishing threshold effects …

Foreign economic activity is one of the global opportunities for the development of industrial
enterprises in most countries of the world. At the same time, enterprise management faces …

Inconsistency of 2SLS estimators in threshold regression with endogeneity - ScienceDirect
Skip to main contentSkip to article Elsevier logo Journals & Books Search RegisterSign in …

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

Extremal quantile treatment effects Page 1 The Annals of Statistics 2018, Vol. 46, No. 6B,
3707–3740 https://doi.org/10.1214/17-AOS1673 © Institute of Mathematical Statistics, 2018 …