Hansen, Bruce E., 2000. "Sample Splitting and Threshold Estimation," Econometrica, 68, 575-603.(门槛回归Bruce Hansen 在其个人网页所提供的非官方 Stata 命令 ,下载地址为:http://www.ssc.wisc.edu/~bhansen/progs/progs_threshold.html) Hansen, B. E. 1999. Threshold effects in non-dynamic panels...
depvar被解释变量,indepvars 解释变量,qx(varname) is the threshold variable,门限变量,thnum(#) is the number of thresholds,在stata13.0中门槛值是必要项目,需要等于大于1,小于等于3,默认值为1,也就是至少存在三个门槛值。 rx(varlist) is the regime-dependent variable. Time-series operators are allowed...
很多经济变量都存在结构突变问题,使用普通回归的做法就是确定结构突变点,进行分段回归。这就像我们高中学习的分段函数。但是对于大样本、面板数据如何寻找结构突变点。所以本文在此讲解面板门限回归的问题,门限回归也适用于时间序列(文章后面将介绍stata15.0新命令进行时间序列的门限回归)。 门限效......
Hansen, Bruce E., 2000. "Sample Splitting and Threshold Estimation," Econometrica, 68, 575-603.(门槛回归Bruce Hansen 在其个人网页所提供的非官方 Stata 命令 ,下载地址为:http://www.ssc.wisc.edu/~bhansen/progs/progs_threshold.html) Hansen, B. E. 1999. Threshold effects in non-dynamic panels...
这就像我们高中学习的分段函数。但是对于大样本、面板数据如何寻找结构突变点。所以本文在此讲解面板门限回归的问题,门限回归也适用于时间序列(文章后面将介绍stata15.0新命令进行时间序列的门限回归)。 门限效应,是指当一个经...查看全文 相关标签更多> 回归模型stata...
depvar被解释变量,indepvars 解释变量,qx(varname) is the threshold variable,门限变量,thnum(#) is the number of thresholds,在stata13.0中门槛值是必要项目,需要等于大于1,小于等于3,默认值为1,也就是至少存在三个门槛值。 rx(varlist) is the regime-dependent variable. Time-series operators are allowed...
depvar被解释变量,indepvars 解释变量,qx(varname) is the threshold variable,门限变量,thnum(#) is the number of thresholds,在stata13.0中门槛值是必要项目,需要等于大于1,小于等于3,默认值为1,也就是至少存在三个门槛值。 rx(varlist) is the regime-dependent variable. Time-series operators are allowed...
depvar被解释变量,indepvars 解释变量,qx(varname) is the threshold variable,门限变量,thnum(#) is the number of thresholds,在stata13.0中门槛值是必要项目,需要等于大于1,小于等于3,默认值为1,也就是至少存在三个门槛值。 rx(varlist) is the regime-dependent variable. Time-series operators are allowed...
depvar被解释变量,indepvars 解释变量,qx(varname) is the threshold variable,门限变量,thnum(#) is the number of thresholds,在stata13.0中门槛值是必要项目,需要等于大于1,小于等于3,默认值为1,也就是至少存在三个门槛值。 rx(varlist) is the regime-dependent variable. Time-series operators are allowed...