Description Usage Arguments Note References

This function is the main function estimating threshold regression for function ptm()

1 |

`r` |
vector of threshold estimate(s). |

`trim` |
value of trimmed percentage. |

`rep` |
number bootstrap repetition. |

`it` |
number of regime during computation, used in a for loop. |

`qq1` |
defined parameter. |

`cf` |
special declaration, e.g. lag(). |

`xt` |
regime independent variables. |

`ct` |
trace of regime dependent variables. |

`thresh` |
threshold variable. |

`tt` |
length of time period. |

`qn1` |
as defined by nrow(qq1). |

`n` |
number of cross-section units. |

`qn` |
number of quantiles to examine. |

`cc` |
as defined by 2*log(1-sqrt(conf_lev)). |

`yt` |
vectorized dependent variable. |

`ty` |
trace of yt. |

`k` |
number of regime-independent independent variables. |

Original code offered by Dr. B. E.Hansen (http://www.ssc.wisc.edu/~bhansen/).

Hanse B. E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. Journal of Econometrics,93, 345-368.

pdR documentation built on May 30, 2017, 3:24 a.m.

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