Title of paper: Hideaki Matsuoka, 2022. "Debt Intolerance: Threshold Level and Composition," Oxford Bulletin of Economics and Statistics, vol. 84(4), pages 894-932, August. 1. This paper makes a methodological contribution towards the generalized panel smooth transition regression (GPSTR) model by combining two approaches: the Panel smooth transition regression(PSTR) and the general logistic model (GLM). This code allows estimating the GPSTR model. 2. Computational codes are based on Colletaz and Hurlin (2006) and Fouquau, Hurlin and Rabaud (2008).http://www.runmycode.org/companion/view/2564 3. This file combines the MATLAB code for Driscoll and Kraay (1998), standard errors used by Dahlquist, Martinez and Söderlind (2017). I obtained the code from Söderlind’s website http://home.datacomm.ch/paulsoderlind/Software/Software.html
Journal of Behavioral and Experimental Finance (2022)
Madeira Carlos