provides R codes for all the experiments (size and power, LM tests, wild bootstrap and wild cluster bootstrap tests) in the paper "Panel Smooth Transition Regression Models".

I wrote the codes when I was working as a post-doc at CORE, Université catholique de Louvain, Belgium, in 2014.

Computational resources for running the codes for the experiments have been provided by the Consortium des Équipements de Calcul Intensif (CÉCI), funded by the Fonds de la Recherche Scientifique de Belgique (F.R.S.-FNRS) under Grant No. 2.5020.11, and recently by SNIC through Uppsala Multidisciplinary Center for Advanced Computational Science (UPPMAX) under Project SNIC 2015/6-117.

In the following, you can find the descriptions for all folders. In each folder, you can find the codes. For more details about the codes, open and read the comments part in the header part.

Experiments for empirical critical values

• size, to sample from the null hypothesis
• the power of homogeneity test

All the experiments except the wild bootstrap and wild cluster bootstrap

All the experiments for wild cluster bootstrap

Experiments for the sensitivity of the LM test based on different parameters

All the experiments for wild bootstrap

Experiments for size of homogeneity test

PDF file containing the results from the experiments in addition to the results in the paper