Panel Smooth Transition Regression Modelling


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Documentation for package ‘PSTR’ version 2.0.0

Help Pages

EstPSTR Estimate a PSTR model by nonlinear least squares
EvalTest Evaluate an estimated PSTR model
Hansen99 A balanced panel of 565 US firms observed for the years 1973–1987
LinTest Linearity (homogeneity) tests for PSTR models
NewPSTR Create a PSTR model object
plot_coefficients Plot coefficients, standard errors, and p-values against the transition variable
plot_response Plot the expected response against selected variables
plot_target Plot the surface of the target function for nonlinear least squares estimation
plot_transition Plot the transition function of an estimated PSTR model
print.PSTR Print a PSTR model object
sunspot Transformed Wolf annual sunspot numbers for the years 1710-1979
version Show the version number of some information.
WCB_HETest Evaluate an estimated PSTR model
WCB_LinTest Linearity (homogeneity) tests for PSTR models
WCB_TVTest Evaluate an estimated PSTR model