This Gretl package implements the Threshold panel model and bootstrap inference for up to 2 regimes as published in Hansen's JoE (1999) article.
Gretl package URL: http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/Threshold_Panel.zip
forked from atecon/Threshold_Panel
-
Notifications
You must be signed in to change notification settings - Fork 0
StataChina/Threshold_Panel_R
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Hansen (1999, JoE), Panel Thresold model, R codes
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published
Languages
- HTML 45.6%
- JavaScript 30.7%
- xBase 9.7%
- MATLAB 6.9%
- R 6.5%
- Shell 0.2%
- Other 0.4%