Threshold effects in non-dynamic panels: Estimation, testing, and inference

Bruce Hansen ()

Journal of Econometrics, 1999, vol. 93, issue 2, 345-368

Date: 1999
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Related works:
Working Paper: Threshold effects in non-dynamic panels: Estimation, testing and inference (1997)
Software Item: PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model
Software Item: RATS programs to replicate Hansen's example of threshold break in panel data
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:93:y:1999:i:2:p:345-368

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