Dear all

it has been 8 months now since we got the new stata command for a dynamic threshold model " xthenreg", but i still don't know how to deal with it. how to interpret results and so on.

When we run the model, we get two regimes (below and under the threshold level). Which means that we have to take both of variables (x_b and x_d). But how we identify them ?

please if someone has some answers i will be so thankful


Kind regards
Sedki