Panel_thresh_endogeneous/panel_thresh_endogenous.m extends the MATLAB proccedure IVTAR.M written by Bruce E. Hansen as described in Kremer, Bick and Nautz "Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis" (Empirical Economics,44(2), April 2013, 861-878) to estimate a Dynamic Panel Threshold Model.
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Panel_thresh_endogeneous/panel_thresh_endogenous.m extends the MATLAB proccedure IVTAR.M written by Bruce E. Hansen as described in Kremer, Bick and Nautz "Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis" (Empirical Economics,44(2), April 2013, 861-878) to estimate a Dynamic Panel Threshold Model.