WinRats code

Here you can find a list of procedures to be used with WinRATS.

A procedure to estimate Panel Smooth Transition Regression Models (PSTR) following Gonzalez, Terasvirta, Van Dijk (2005), a non-dynamic panel smooth transition regression model with fixed individual effects. The model is useful for describing heterogenous panels, with regression coefficients that vary across individuals and over time.
Written by Gilbert Colletaz of the Université d’Orléans. Code and a brief user guide are available on his webpage.