ljq91888 发表于 2009-11-9 16:52 
There I provide one file about threshold panel code for stata,sas and R. And one free file about threshold effects in non-dynamic panels:estimation,testing and inference by Bruce E.Hansen
根本就不是阈值面板(
Threshold Panel)的程序代码
Threshold regression refers to regression structures in first hitting time (FHT) models. In this technical report, the next section gives a brief overview of the theoretical foundations of threshold regression. The subsequent sections then describe simple programs that may be used to implement this type of regression analysis in SAS, R-code and Stata.