Bruce E. Hansen's Threshold Panel Model

This Gretl package implements the Threshold panel model and bootstrap inference for up to 2 regimes as published in Hansen's JoE (1999) article.

Gretl package URL: http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/Threshold_Panel.zip

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econometrics statistics panel-data panel-analysis nonlinear-regression gretl hansl

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