INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

By Mehmet Caner, B. Hansen. Econometric Theory, 2004

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Citations in the corpus

Regression Kink With an Unknown Threshold (2017, methodology): “The regression kink model was popularized by Card et al. (2012) as a modification of the regression discontinuity model. In the regression kink model, the regression function is continuous but the slope has a discontinuity at a threshold point, hence a “kink.” This model has gained much empirical at”
Institutional quality thresholds and the finance Growth nexus. (2013, methodology): “Notes: following Caner and Hansen (2004), we use the Sup W statistic to test for the presence of threshold effects.”
Dynamic panels with threshold effect and endogeneity (2016, neutral): “The second case was also considered by Caner and Hansen (2004), albeit in the single equation setup.”
Carbon Dioxide Emissions and Economic Growth: An Assessment Based on Production and Consumption Emission Inventories (2017, methodology): “…functions as is commonly done in the EKC literature, we estimate instrumental-variable fixed-effects threshold panel models in the spirit of Caner and Hansen (2004), treating the 2 The empirical evidence for the existence of an inverted-U relationship between CO2 emissions and economic…”
THRESHOLD EFFECTS OF INFLATION ON ECONOMIC GROWTH IN DEVELOPING COUNTRIES (2010, background): “Fisher (1993) was the first to identify a non-linear relationship where low inflation rates have a positive impact on growth which turns negative as inflation increases.”
After the Drought: The Impact of Microinsurance on Consumption Smoothing and Asset Protection (2013, methodology): “We then employ the Caner and Hansen (2004) GMM threshold estimator to statistically identify the existence and location of the asset-based threshold.”
Trade and Growth at Different Stages of Economic Development (2009, methodology): “Most empirical studies based on cross-country growth regressions suggest a significant growth-promoting effect of trade openness, although these have been criticised for poor data quality and inadequate control for the endogeneity of trade by Edwards (1993, 1998) and Rodriguez and Rodrik (2000). The”
Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries (2015, neutral): “Using data for 85 countries for the 1980-2008 period, and using both Hansen (2000)-type threshold regressions and Caner and Hansen (2004)-type IV threshold regressions, they find that institutions shape the finance–growth relationship: financial development promotes growth after institutions exceed ”
Threshold autoregression in economics (2011, methodology): “Caner and Hansen [17] also develop an asymptotic test of the hypothesis of a unit root process against the alternative of a stationary TAR model.”
Absorptive capacity and productivity spillovers From FDI: a threshold regression analysis (2005, neutral): “8 As shown by Caner and Hansen (2001), the basic procedure applies to more complicated minimands such as GMM criterion functions.”
STRUCTURAL THRESHOLD REGRESSION (2016, methodology): “This set of assumptions is similar to Hansen (2000) and Caner and Hansen (2004).”