Although there are some theoretical as well empirical papers on this issue, there is not a stata command directly used by stata users. Can anybody provide some clues to do this?
Response to your answer is https://sites.google.com/site/myunghseo/research
I am also looking the same Stata code. Anybody who is willing to share it please, help me.
The codes for panel threshold is not available in Stata at the moment. The authors of this paper might be able to help. They adopted the method in the paper: Inflation and growth: new evidence from a dynamic panel threshold analysis, Stephanie Kremer · Alexander Bick · Dieter Nautz , Empir Econ (2013) 44:861–878 DOI 10.1007/s00181-012-0553-9
Response to your answer is https://sites.google.com/site/myunghseo/research
Hi All, this is helpful - thank you. I haven't been able to find STATA code for an unbalanced panel. Any pointers?
Hello to everyone!Really those codes for dynamic panel threshold are needed.
Thanks for sharing the link
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