Dynamic panels with threshold effect and endogeneity

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A smoothed least squares estimator for threshold regression models

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IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large

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Properties of the CUE estimator and a modification with moments

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Threshold Regression with EndogeneityPreprint

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Maximum Likelihood Estimation of Dynamic Panel Threshold ModelsPreprint

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Estimation of dynamic panel threshold model using Stata

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