Inconsistency of 2SLS estimators in threshold regression with endogeneity

Sample Selection Bias as a Specification Error

James J. Heckman · Econometrica · 1979 · 28.9K citations

Social Sciences, Economics, Behavioral Economics +16

INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

Mehmet Caner, Bruce E. Hansen · Econometric Theory · 2004 · 751 citations

Social Sciences, Economics, Econometrics +16

Threshold autoregression in economics

Bruce E. Hansen · Statistics and Its Interface · 2011 · 276 citations · Full text

Social Sciences, Business Economics, Economics +11

Inference regarding multiple structural changes in linear models with endogenous regressors

Alastair R. Hall, Sanggohn Han, Otilia Boldea · Journal of Econometrics · 2012 · 69 citations · Full text

Social Sciences, Economics, Econometrics +16

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors

Pierre Perrón, Yohei Yamamoto · Journal of Applied Econometrics · 2013 · 64 citations

Social Sciences, Economics, Causal Inference +16