Panel Smooth Transition Regression Modelling

Provides the Panel Smooth Transition Regression (PSTR) modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package offers sharp tools helping the package user(s) to conduct model specification tests, to do PSTR model estimation, and to do model evaluation. The tests implemented in the package allow for cluster-dependency 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 for bootstrap tests. The package suits tasks running many cores on super-computation servers.


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install.packages("PSTR")

1.1.0 by Yukai Yang, 2 months ago


Browse source code at https://github.com/cran/PSTR


Authors: Yukai Yang [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports tibble, snowfall, ggplot2

Suggests knitr, rmarkdown


See at CRAN