Threshold Estimation Hansen Matlab Code

2011 3 21
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更新时间：2018 7 23
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I am trying to estimate a threshold regression model. Hereby I want to make use of the Hansen Matlab code on "Threshold Effects in Non-Dynamic Panels: Estimation, Testing and Inference".
However, when trying to run either data.m or THRESH_P.m, Matlab returns that both lag_v and lag_value are undefined functions.
Can anyone provide me with those functions?
Thanks. Kind regards, Steven

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Andrew Newell
Andrew Newell 2011-3-21
@Steven, it would make more sense to contact the author about this code. I can't even find it on the web. See also http://www.mathworks.com/matlabcentral/newsreader/view_thread/272523.
nesrine nesrine
nesrine nesrine 2018-7-23
Hi Steven Baeyens, did you fix the problem? about panel threshold regression code matlab.

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