本人用matlab尝试跑出pstr模型结果如下:
PLEASE CITE:
Fouquau J., Hurlin C. et Rabaud I. (2008), The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
Economic Modelling, vol. 25(2), pp. 284-299
AND
Colletaz G. et Hurlin C. (2006), Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
Document de Recherche LEO
Thank you
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*** LINEARITY Tests ***
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H0: Linear Model H1: PSTR model with at least one Threshold Variable (r=1)
Wald Tests (LM): W = 54.014 pvalue = 0.000
Fisher Tests (LMF): F = 7.144 pvalue = 0.000
LRT Tests (LRT): LRT = 58.985 pvalue = 0.000
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*** TESTING THE NUMBER