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dc.contributor.author
Dentler, Alexander  
dc.contributor.author
Montes Rojas, Gabriel Victorio  
dc.contributor.author
Olmo, Jose  
dc.date.available
2019-10-15T22:04:00Z  
dc.date.issued
2014-01  
dc.identifier.citation
Dentler, 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.identifier.issn
0361-0926  
dc.identifier.uri
http://hdl.handle.net/11336/85995  
dc.description.abstract
This 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.format
application/pdf  
dc.language.iso
eng  
dc.publisher
Taylor & Francis  
dc.rights
info:eu-repo/semantics/openAccess  
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/  
dc.subject
ENDOGENEITY  
dc.subject
THRESHOLD MODELS  
dc.subject
WALD TESTS  
dc.subject.classification
Estadística y Probabilidad  
dc.subject.classification
Matemáticas  
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS  
dc.title
Endogeneity in threshold nonlinearity tests  
dc.type
info:eu-repo/semantics/article  
dc.type
info:ar-repo/semantics/artículo  
dc.type
info:eu-repo/semantics/publishedVersion  
dc.date.updated
2019-10-10T17:50:42Z  
dc.journal.volume
43  
dc.journal.number
1  
dc.journal.pagination
105-114  
dc.journal.pais
Reino Unido  
dc.journal.ciudad
Londres  
dc.description.fil
Fil: Dentler, Alexander. University of Wisconsin; Estados Unidos  
dc.description.fil
Fil: Montes Rojas, Gabriel Victorio. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de San Andrés; Argentina. City University London; Reino Unido  
dc.description.fil
Fil: Olmo, Jose. University of Southampton; Reino Unido  
dc.journal.title
Communications In Statistics-theory And Methods  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.tandfonline.com/doi/abs/10.1080/03610926.2012.655878  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.1080/03610926.2012.655878  

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