References
- Caner , M. and Hansen , B. E. 2004 . Instrumental variable estimation of a threshold model . Econometric Theory , 20 : 813 – 43 .
- Galbraith , J. W. 1996 . Credit rationing and threshold effects in the relation between money and output . Journal of Applied Econometrics , 11 : 419 – 29 .
- Hansen , B. E. 1996 . Inference when a nuisance parameter is not identified under the null hypothesis . Econometrica , 64 : 413 – 30 .
- Hansen , B. E. 2000 . Sample splitting and threshold estimation . Econometrica , 68 : 575 – 603 .
- King , S. R. 1986 . Monetary transmission: through bank loans or bank liabilities? . Journal of Money, Credit and Banking , 18 : 290 – 303 .
- McCallum , J. 1991 . Credit rationing and the monetary transmission mechanism . American Economic Review , 81 : 946 – 51 .
- Taylor , J. B. 1979 . Estimation and control of a macroeconomic model with rational expectations . Econometrica , 47 : 1267 – 86 .