Hi all,
I'm using Stata 15.1. I have a balanced panel of 34 countries T=24 years.
I found co-integrating relationships between unemployment rate and the size of the shadow economy (based on panel cointegration test)
I have a reason to believe that there is a threshold in the links between these two variables (for up to "normal" unemployment rates, I don't expect shadow economy to rise).
Can I run threshold cointegration test in Stata for panel data?
Thanks for any advice,
Anat