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 cluster-dependency and are heteroskedasticity-consistent. 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 super-computation servers.
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.