Testing for a Threshold in Models with Endogenous Regressors

Keyphrases

• Regressor 100%
• Endogenous Regressors 100%
• Caner 100%
• 2SLS Regression 100%
• Reduced Form 50%
• Asymptotic Distribution 50%
• Heteroscedasticity 50%
• 2SLS 50%
• Sup-Wald Test 50%
• Zero Lower Bound 50%
• LR Test 50%
• Wild Bootstrap 50%
• Government Spending multiplier 50%
• GMM Estimation 50%
• GMM Tests 50%
• Threshold Test 50%

Economics, Econometrics and Finance

• Low-Interest-Rate Policy 100%
• Public Expenditure 100%