RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
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coffie46yes
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Joined: Mon Jan 02, 2017 8:08 am

RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

Unread post by coffie46yes »

Can i have the code for a dynamic Panel Threshold Regression model
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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

Re: RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

Unread post by TomDoan »

Do you have a reference?
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coffie46yes
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Joined: Mon Jan 02, 2017 8:08 am

Re: RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

Unread post by coffie46yes »

This model has been used by Kremer, Bick and Nautz (2009) in their paper: Inflation and Growth: New evidence from a Dynamic Panel Threshold Analysis, SFB 649 discussion Paper 2009-036.
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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

Re: RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

Unread post by TomDoan »

Have you contacted the authors to see what they have? (Data, programs, etc.).
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coffie46yes
Posts: 3
Joined: Mon Jan 02, 2017 8:08 am

Re: RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

Unread post by coffie46yes »

Not yet i'll try now
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