Panel Smooth Transition Regression Models

By Andrés González, Timo Teräsvirta, Dick Van Dijk, Yukai Yang. 2005

653 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7f859ac7f55627579ac89859978dc15a168af026

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Citations in the corpus

The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach (2007, unknown): “This type of model has recently been extended to panel data with the Panel Smooth Threshold Regression (PSTR) model proposed by Gonzàlez et al. (2005) and Fok et al. (2004).”
The link between intellectual property rights, innovation, and growth: A meta-analysis (2021, methodology): “They used a Panel Smooth Threshold Regressions model created by Gonzalez et al. (2005) to perform the estimation of IPRs level on innovation, using a dataset of 62 developed and developing countries.”
Is High Public Debt Always Harmful to Economic Growth? Reinhart and Rogoff and some complex nonlinearities (2012, background): “Les commentaires et analyses développés n’engagent que leurs auteurs qui restent seuls responsables des erreurs et insuffisances.”
Agriculture, Trade Openness and Emissions: An Empirical Analysis and Policy Options (2016, methodology): “There are other models of nonlinear panel data estimation, such as that of Gonzalez et al. (2005) as implemented in Apergis and Salim (2015).”
Innovation, Intellectual Property Rights, and Economic Development: A Unified Empirical Investigation (2013, methodology): “The Panel Smooth Threshold Regression (PSTR) model, recently developed by Gonzalez et al. (2005), can be seen as an upgrading of two existing techniques.”
Currency misalignments and growth: a new look using nonlinear panel data methods (2012, methodology): “The PSTR model is estimated following the three step strategy suggested by González et al. (2005).”
The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach (2008, methodology): “The linear model must be tested against the PSTR alternative and the number r of transition functions required to capture all the non-linearity must be determined by following the testing procedure of Gonzàlez et al. (2005).”