Can anyone help with postestimation codes for linearity test and J-test when estimating dynamic threshold regression analysis?

14 January 2025 0 306 Report

Please, I have estimated a dynamic threshold regression model, but I want to include some postestimations such as the linearity test, J-test, among others. I don't know if any of these tests need to be performed immediately after a dynamic threshold regression is estimated or one needs to estimate other instrumental variables (IVs) analysis such as 2SLS, GMM and then perform the tests.

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