已经找到了,

已经有了,不需要了.

楼主你好，可以分享一份么，669230052@qq.com，可支付相关报酬

你好，可以分享一份么，669230052@qq.com,可支付相关报酬

楼主，您好，求pstr matlab程序，谢谢！2463832798@qq.com

论坛里大神看看，这是Gonzalez, A., van Dijk, D. and Terasvirta, T.(2005), "Panel Smooth Transition Regression Models"的结果，但有些看不懂，好像只有在m=1和m=2中选择，但转换函数的个数r等于几好像没有，也许是我哪里没看懂，能看懂的帮忙解读下吧，十分感谢。


Panel Smooth Transition Regression Models
*******************************************************
Sequence of tests for choosing between m*=1 and m*=2
(Granger & Terasvirta (1993), Terasvirta (1994))
*******************************************************
Transition Variable : Q1
**************************************************
Homogeneity test H0*3: beta*(1)=beta*(2)=beta*(3)=0 :
--------------------------------------------------
heteroskedasticity
F( 6 , 727) = 25.772 , SL= 0.000
homoskedasticity
F( 6 , 727) = 23.585 , SL= 0.000
--------------------------------------------------
Test H0*3: beta*(3)=0 :
--------------------------------------------------
heteroskedasticity
F( 2 , 727) = 6.549 , SL= 0.002
homoskedasticity
F( 2 , 727) = 7.398 , SL= 0.001
--------------------------------------------------
Test H0*2 : beta*(2)=0 | beta*(3)=0 :
--------------------------------------------------
heteroskedasticity
F( 2 , 729) = 17.459 , SL= 0.000
homoskedasticity
F( 2 , 729) = 14.790 , SL= 0.000
--------------------------------------------------
TEST H0*1 : beta*(1)=0 | beta*(2)=0 & beta*(3)=0 :
--------------------------------------------------
heteroskedasticity
F( 2 , 731) = 30.127 , SL= 0.000
homoskedasticity
F( 2 , 731) = 45.749 , SL= 0.000
--------------------------------------------------
For Q1 , the sequence selects m*=1
--------------------------------------------------
Test of Linearity vs PSTR with m* = 1
--------------------------------------------------
Test H0*: beta*(1)=0
heteroskedasticity
F( 2 , 731) = 30.127 , SL= 0.000
homoskedasticity
F( 2 , 731) = 45.749 , SL= 0.000
--------------------------------------------------
*****************************************************************
Estimation of a smooth transition model with argument Q1 and m* = 1
--------------------------------------------------
valeurs initiales optimales :
gamma G1 = 4.0000
threshold C1 = -1.2815
initial RSS = 4.0301
--------------------------------------------------
FIND Optimization - Estimation by BFGS
Convergence in 3 Iterations. Final criterion was 0.0000023 <= 0.0000100
Function Value 3.9818

Variable	Coeff
**********************************************

1. C1 -1.466410536
2. G1 4.863612787
Variable Coeff Std Error Robust SE
X1 0.346037 0.026032 0.023378
X2 0.442976 0.040209 0.035168
X1* G(G1,C1,Q1) -0.097371 0.024141 0.019852
X2* G(G1,C1,Q1) -0.379548 0.039022 0.034175
R2 = 0.930
*****************************************************************
Test of no remaining heterogeneity
--------------------------------------------------
H0*’ : G2= 0
--------------------------------------------------
Adding F SL(F) Robust F SL(Rob. F)
G(G2,C’1,C’2,Q1) 2.169573 0.070791 1.946602 0.100951
G(G2,C’1,Q1) 2.363432 0.094817 2.055073 0.128825
*****************************************************************
Test of parameter constancy
--------------------------------------------------
H0*’ : G2= 0
--------------------------------------------------
Adding F SL(F) Robust F SL(Rob. F)
G(G2,C’1,C’2,t) 44.166049 0.000000 46.580786 0.000000
G(G2,C’1,t) 82.464052 0.000000 72.114930 0.000000

楼主能分享一份pstr的代码吗  可以有酬 发我邮箱：865560030@qq.com 顺便附上支付宝账号，给你打钱。