Hi -- I wanted to check if anyone has seen an implementation of logistic smooth transition regressions for STATA. There was a command I found, smtreg, and also threg, for threshold regression, in the following link:
http://wenku.baidu.com/view/d6d33e5e...9a451a403.html
There are also references to the relevant publications therein, like Terasvirta (2006) and others for those unfamiliar. I think the reference to "threg" is related to this:
http://ideas.repec.org/p/boc/dcon09/7.html
So to make a long story short, I'm trying find out if smtreg or threg still exists, or if anyone knows of a newer implementation in STATA. Findit doesn't drum up either command.
Thanks,
Jeff
http://wenku.baidu.com/view/d6d33e5e...9a451a403.html
There are also references to the relevant publications therein, like Terasvirta (2006) and others for those unfamiliar. I think the reference to "threg" is related to this:
http://ideas.repec.org/p/boc/dcon09/7.html
So to make a long story short, I'm trying find out if smtreg or threg still exists, or if anyone knows of a newer implementation in STATA. Findit doesn't drum up either command.
Thanks,
Jeff
