Estimation of Dynamic Panel Threshold Model using Stata
Myung Hwan Seo, Sueyoul Kim, Young-Joo Kim
The Stata Journal: Promoting communications on statistics and Stata / Volume: 19 issue: 3, page(s): 685-697
In this article, we develop a command, xthenreg, that implements the first-differenced generalized method of moments estimation of the dynamic panel threshold model that Seo and Sh...