Network Effects and Infrastructure Productivity in Developing Countries

By Candelon Bertrand, Colletaz Gilbert, and Hurlin Christophe
Oxford Bulletin of Economics and Statistics (2013)

  • Christophe Hurlin

    University of Orléans


  • Gilbert Colletaz

    University of Orléans


  • Bertrand Candelon

    Maastricht University



September 28, 2013

Last update

September 28, 2013










This code allows estimating the parameters of a Panel Threshold Regression (PTR) model with one or two thresholds parameters. The model does not exactly correspond to that proposed by Hansen (1999). All the slope parameters are affected by the regime. In this model, you can consider contemporary exogenous variable. The code does not automatically introduce some lags on the threshold variable and the explicative variables. If you want to introduce such lags, you have to introduce lagged data in the form. The results display the estimated slope parameters and thresholds parameters. The F-tests F1 and/or F2 (test on the number of regimes) are also displayed. The corresponding Boostrap pvalues are displayed if the chosen number of simulations is greater than 0.

Debt Intolerance: Threshold level and composition

Oxford Bulletin of Economics and Statistics (2022)

Matsuoka Hideaki

The impact of financial literacy on the quality of self-reported financial information

Journal of Behavioral and Experimental Finance (2022)

Madeira Carlos

The impact of climate change on economic output across industries in Chile

PLOS ONE (2022)

Madeira Carlos

The evolution of macroprudential policy use in Chile, Latin America and the OECD

Journal of Banking Regulation (2022)

Madeira Carlos

The effects of the job retention program during the Covid pandemic on the Chilean firms and households

Applied Economics Letters (2022)

Madeira Carlos

The double impact of deep social unrest and a pandemic: Evidence from Chile

Canadian Journal of Economics (2022)

Madeira Carlos

The impact of the Chilean pension withdrawals during the Covid pandemic on the future savings rate

Journal of International Money and Finance (2022)

Madeira Carlos

The International Spillover Effects of US Monetary Policy Uncertainty

Journal of International Economics (2021)

Lakdawala Aeimit, Moreland Timothy, and Schaffer Matthew

The impact of the Covid public policies on the Chilean households

Applied Economics Letters (2021)

Madeira Carlos

0 comment

Add comment

You need to log in to post a comment.