Panel threshold regression (hansen 1999) programm?

7 visualizzazioni (ultimi 30 giorni)
I am trying to estimate a threshold regression model. I want to make use of the Hansen Matlab code on "Threshold Effects in Non-Dynamic Panels: Estimation, Testing and Inference".
However, i want to understand this equation in red plz?
What represent the number 0.1 and 0.9 ? can anyone help me?

Risposte (1)

Francesca De Vincenzo
Francesca De Vincenzo il 20 Set 2020
Ho Makouf, did you fix your problem? I met the same diffocult right now, would appreciate if you could help me.

Categorie

Scopri di più su Conditional Mean Models in Help Center e File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by