hansen的门槛回归执行后out文档没有结果(数据未改动),请大家帮帮忙!这是out的输出,原文中有两个门槛值啊!
Number of Firms: 565
Number of Years used: 14
Total Observations: 7345
Number of Quantiles: 400
Confidence Level: 0.950000
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Zero Threshold Model
Sum of Squared Errors: 16.591220