PSTR and PSTAR models

[Zakaria ELOUAOURTI]

Good evening everybody I am a student in M2 economic theory and quantitative techniques, I am now preparing my graduation memory on the topic: Growth and Financial Development: nonlinear relationship. So, to study the relationship I would have use the nonlinear modeling TAR and STAR. Now I worked on the modeled time series with the threshold under the Eviews software 9 and I would like to expand my field of analysis for analyzing my problem on the Panel data with PSTR and PSTAR models. Currently I am trying to apply the PSTR and PSTAR models with STATA software, but I not find the code of PSTR and STAR models with STATA software. Someone can help me ? Cordialement

[Valeria Frigerio]

As far as I know, there is no code publicly available for estimating PSTR with Stata. There is one paper where the author states it has estimated it with Stata, you may try to contact him and see if he can share the code. Let me know if you find something, I am looking for it as well.

Link to paper: http://ac.els-cdn.com/S2077188615000...271377a9bf4cf7

[Raymond Zhang]

As far as I know, there is no code publicly available for estimating PSTR with Stata. There is one paper where the author states it has estimated it with Stata, you may try to contact him and see if he can share the code. Let me know if you find something, I am looking for it as well.

Link to paper: http://ac.els-cdn.com/S2077188615000...271377a9bf4cf7

Can you share the paper to me?The link you give is invalid.