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Dealing With Endogeneity in Threshold Models Using Copulas

  • Published:2019-08-29 Issue:1 Volume:39 Page:166-178
  • ISSN:0735-0015
  • Container-title:Journal of Business & Economic Statistics
  • language:en
  • Short-container-title:Journal of Business & Economic Statistics

Author:

Christopoulos Dimitris1,McAdam Peter2,Tzavalis Elias3

Affiliation:

1. Department of International and European Economic Studies, Athens University of Economics & Business, Athens, Greece ;

2. DG Research, European Central Bank, Frankfurt, Germany ();

3. Department of Economics, Athens University of Economics & Business, Athens, Greece

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. What's eating macro?;Journal of Macroeconomics;2024-09

2. A Practical Guide to Endogeneity Correction Using Copulas;SSRN Electronic Journal;2024

3. Endogeneity in semiparametric threshold regression models with two threshold variables;Econometric Reviews;2023-06-22

4. The scope and methodology of economic and financial asymmetries;The Journal of Economic Asymmetries;2023-06

5. Financial reforms and innovation: A micro–macro perspective;Journal of International Money and Finance;2023-04
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