'' xthenreg'' for dynamic threshold models

[sedki zn]

Dear all

it has been 8 months now since we got the new stata command for a dynamic threshold model " xthenreg", but i still don't know how to deal with it. how to interpret results and so on.

When we run the model, we get two regimes (below and under the threshold level). Which means that we have to take both of variables (x_b and x_d). But how we identify them ?

please if someone has some answers i will be so thankful


Kind regards
Sedki

[Phil Bromiley]

I assume you've carefully examined the S&S paper cited in the documentation? If so, then you may need to contact the authors. With user written routines that few use, the authors may be the best source of help.

[sedki zn]

Dear Phil Bromiley

thank you for your intervention. actually i mailed them more than one time but i get no answer until now.

[Justin Fan]

Dear sedki zn ,

Thank you very much for your discussions on the command.

Could you help me answer the question that which variables are below and under the threshold in these results? ( the signifiance of b and d)

best regards
Justin