Panel Smooth Transition Regression

[Valeria Frigerio]

I am trying to implement the Panel Smooth Transition Regression estimator from González, A., Teräsvirta, T., & Dijk, D. v. (2005). Panel Smooth Transition Regression Models. Research Paper 165.

Does anyone know of any available code for Stata? I know there is a published paper doing it, but I couldn't manage to contact the author (see link for paper: http://goo.gl/bOzChB)

[Stephen Jenkins]

If one clicks on the URL you provide one gets to a published paper that someone (you?) has downloaded. (It's by an author different from those of the first paper you cite). It states at the top:

Document downloaded from http://www.elsevier.es, day 27/08/2015. This copy is for personal use. Any transmission of this document by any media or format is strictly prohibited.

This suggests to me that there is a breach of copyright by posting the paper at that URL, and I would advise the poster to remove the paper. Is there a URL for a publicly-available non-copyright-protected version of the first paper that you cite?

[Stephen Jenkins]

Good news. Thanks for the reassuring clarification. (A bit of quick Googling suggests that the author you wish to chase for Stata code is shown at http://www.finance.org.vn/finance201...mid=69&lang=en)

[sezgi gul]

I am searching for the same Stata code. The link above is not working, is it possible to resent the code? Thank you

[zakelo]

I want to deepen my knowledge in software and estimation methods of nonlinear models. can you tell me the procedure to follow to estimate PSTR models on STATA?

[IL JUNG]

I am also searching for the Panel smooth transition regression Stata code. The link above by Stephan Jenkins is not working.
Could you please send me the STATA code? Thank you

[bakhtawar kayani]

i also want code for PSTR. please send me to.

[River Huang]

So far as I know, there is no formal Stata command for estimating PSTR.

[Christian Urom]

How did go here please, did anyone succeed in getting the stata code PSTR? I am also in need of it.

[Marvellous Ngundu]

I am also in need of the stata code for PSTR. It seems as if the code is only available in the STATA version 15 or better. Unfortunately, STATA 15 is not yet available for free. Most of the studies ran the model using RATS or MATLAB but the software are expensive too, in particular to a self funded student. I have learnt that Octave can run the model the same way MATLAB does and the software is available for free. However, learning the software might be a bit hassle especially to a STATA user.