PSTR

Last update 27 February 2026

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0.1, 1.1.0, 1.2.1, 1.2.3, 1.2.4, 2.0.0

Description

Implements the Panel Smooth Transition Regression (PSTR) framework for nonlinear panel data modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package provides tools for model specification testing, to do PSTR model estimation, and to do model evaluation. The implemented tests allow for cluster dependence and are heteroskedasticity-consistent. The wild bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation (as an option) is implemented in some functions, especially the bootstrap tests. The package supports parallel computation, which is useful for large-scale bootstrap procedures.

This page was built for software: PSTR