XTENDOTHRESDPD: Stata module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors

Ibrahima Diallo

Statistical Software Components from Boston College Department of Economics

Abstract: xtendothresdpd performs estimations of a dynamic panel data threshold effects model with endogenous regressors. If we have a panel data model which is dynamic, meaning that we have the dependent variable and its lagged value in the model. If, in this model, we also have a threshold effect and the regressors are endogenous, then we can use the command xtendothresdpd to estimate both the threshold effect and the slope coefficients. In this command, the threshold is determined endogenously. That is, if there is a threshold, the command finds it by using the information given by the data. The theory behind the command xtendothresdpd is provided by Kremer, Bick and Nautz (Empirical Economics, 2013).

Language: Stata
Requires: Stata version 16
Keywords: dynamic panel data; DPD; threshold effects; endogeneity (search for similar items in EconPapers)
Date: 2020-03-18, Revised 2020-04-18
Note: This module should be installed from within Stata by typing "ssc install xtendothresdpd". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (3)

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http://fmwww.bc.edu/repec/bocode/x/xtendothresdpd.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtendothresdpdboot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtendothresdpdtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtendothresdpd.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtendothresdpdconv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtendothresdpd_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_gxtendothresdpdfod.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_gxtendothresdpdfmoy.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtendothresdpddata.dta sample data file (application/x-stata)

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