Bouattour A, Kalai M, Helali K (2024b) Threshold effects of technology import on industrial employment: a panel smooth transition regression approach. J Econ Struct 13(1):1–33. https://doi.org/10.1186/s40008-023-00322-x Article Google Scholar Breusch TS, Pagan AR (1979) A simple tes...
(2005) to develop a panel smooth transition regression model which permits the coefficients to change gradually from one regime to another. The validity of these static approaches became questionable when dynamic panels are involved since these approaches relied on the assumption of exogeneity of the ...
Alsakka and Gwilym (2012) examine reactions by the foreign currency market to news about sovereign credit ratings and discover that it influences exchange rates in both that country and others. Coudert and Mignon (2013) use a smooth-transition model to capture the nonlinear dynamics of the ...
Panel-Smooth-Transition-Regression-Models PanelData PanelPF Panel_thresh Research-Module-Econometrics-Interactive-Fixed-Effects Stata-Threshold-Vector-Autoregression Threshold_Panel-面板门槛模型 code-fixed-effects-regression dptee dtp ereg fastreg fect_stata ...
provides R codes for all the experiments in the paper "Panel Smooth Transition Regression Models" bootstrap experiment statistics simulation regression power size panel-data nonlinearity smooth-transition wild-bootstrap wild-cluster-bootstrap Updated Dec 31, 2018 R Sar...
Joseph, L., & Wolfson, D. B. (1993). Maximum likelihood estimation in the multi-path change-point problem.Annals of the Institute of Statistical Mathematics,45(3), 511–530. ArticleGoogle Scholar Kao, C. (1999). Spurious regression and residual-based tests for cointegration in panel data....
this study applies a dynamic panel threshold regression model (DPTR). The findings show that there is a nonlinear relationship between debt and firm performance (Tobin’s Q, ROA, and ROE). Specifically, the threshold values of firm size for the three models are estimated at 9.126 (about$1 ...