Provides the Panel Smooth Transition Regression (PSTR) modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package offers sharp tools helping the package user(s) to conduct model specification tests, to do PSTR model estimation, and to do model evaluation. The tests implemented in the package allow for clusterdependency and are heteroskedasticityconsistent. The wild bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation (as an option) is implemented in some functions, especially the bootstrap tests. The package suits tasks running many cores on supercomputation servers.
Package details 


Maintainer  
License  GPL3 
Version  1.2.1 
URL  https://github.com/yukaiyang/PSTR 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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