### Eviews code for Panel threshold of Hansen

Posted:

**Fri Jul 29, 2011 6:40 am**Hi friends,

I need some help with the Eviews codes for the following two papers by Hansen (1999) and Hansen & Seo (2002).

Alternatively, as Hansen has posted codes in Gauss, Matlab and R, is there any way to translate these codes so that Eviews can run them?

I am so sorry if this seems straightforward to some of you. I just need some help on this.

I'm using Eviews 7.2 and below are the papers I refered to above.

Thank so much in advance.

"Threshold effects in non-dynamic panels: Estimation, testing and inference," Journal of Econometrics, (1999), 93, 345-368.

"Testing for two-regime threshold cointegration in vector error correction models," Journal of Econometrics, (2002), 110, 293-318

I need some help with the Eviews codes for the following two papers by Hansen (1999) and Hansen & Seo (2002).

Alternatively, as Hansen has posted codes in Gauss, Matlab and R, is there any way to translate these codes so that Eviews can run them?

I am so sorry if this seems straightforward to some of you. I just need some help on this.

I'm using Eviews 7.2 and below are the papers I refered to above.

Thank so much in advance.

"Threshold effects in non-dynamic panels: Estimation, testing and inference," Journal of Econometrics, (1999), 93, 345-368.

"Testing for two-regime threshold cointegration in vector error correction models," Journal of Econometrics, (2002), 110, 293-318