Panel threshold regression (hansen 1999) programm?
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I am trying to estimate a threshold regression model. I want to make use of the Hansen Matlab code on "Threshold Effects in Non-Dynamic Panels: Estimation, Testing and Inference".
However, i want to understand this equation in red plz?
What represent the number 0.1 and 0.9 ? can anyone help me?
回答 (1 件)
Francesca De Vincenzo
2020 年 9 月 20 日
0 投票
Ho Makouf, did you fix your problem? I met the same diffocult right now, would appreciate if you could help me.
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ヘルプ センター および File Exchange で Conditional Mean Models についてさらに検索
2018 年 9 月 5 日
2020 年 9 月 20 日
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