The paper "Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis" by Kremer, Back and Nautz (Empirical Economics, 2013) updates Hansen's (1999, 2004) work to address endogeneity in panel threshold models.
Alexander Bick makes his data and Matlab code available here: https://alexbick.weebly.com/publications.html (third paper from bottom).
Do you see value in this?