Base on Hansen(1999) we can estimate fixed effect threshold panel data model. In my model Hausman Test says it's random effect, what can I do?
Hi, check also Fixed-effect panel threshold model using Stata, Qunyong Wang, The Stata Journal (2015) 15, Number 1, pp. 121–134
Dear Younes.
Yes, you can and I also recommend journals @ Sridevi Yerrabati and @Raimundo Soto.
Regards
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