Stata codes for Dynamic Panels with Threshold Effects and Endogeneity

[Tamara Esther]

Hi Everyone,

I would like some assistance with the commands I can use for to estimate a threshold regression with endogeneity as per the paper written by :Seo and Shin (2014) link:http://sticerd.lse.ac.uk/dps/em/em577.pdf.

I contacted the authors but they only have a Gauss code

kind regards

Tamara

[Phil Bromiley]

You'll increase your chances of a helpful answer by following the FAQ on asking questions - provide the Stata code in code delimiters, Stata output, and sample data using user-written dataex. Do not provide screen shots or files. We can't do much with screen shots, and many won't open files. It also helps to delete irrelevant code to make it easier for readers to see what you're doing.

While some on this list serve may know Seo & Shin or be willing to look it up, many won't. You might try explaining the problem a bit more in a new posting. I don't know exactly what you're looking for, but you might check out user-written cmp or gsem.

[Long Vo]

Hi Tamara.
I'm looking for the code of this paper also. I contacted one of the author but haven't received any reply. If you got the code from them, would you be so kind as to share with me this code?
Many thanks,
Long

[fai ot]

Hi,
I'm looking for this code also. would you share please this code?
Thanks,
Fairouz

[Tamara Esther]

Hi,

I have not found it yet, if you find it kindly let me know

[sedki zn]

hi everyone, i have the same problem too, so how we can deal with the issue of endogeneity with this model ?

[River Huang]

Please visit this site https://sites.google.com/site/myunghseo/programs for Gauss code. The first (formal) Stata code for the static panel threshold model is available in Stata Journal (2015), 16 years after its publication (Hansen, 1999). So, don't hold your breath.

[sedki zn]

Dear River Huang

Thank you
but the problem is still with the issue of endogeneity and i really need how can i deal with it !

[River Huang]

As I said in #7, you probably need to learn how to use Gauss to your purpose.