RATS programs to replicate Hansen's example of threshold break in panel data

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file from Bruce Hansen(1999), "Threshold effects in non dynamic panels: estimation, testing and inference", Journal of Econometrics, vol 93, pp 345-368. Does threshold effects on a fixed effects estimator in panel data. Demonstrates use of PANELTHRESH procedure.

Language: RATS
Requires: RATS 8.10
Keywords: Bootstrapping; panel; data (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/hansen_joe1999.zip (application/zip)

Related works:
Journal Article: Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00088

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