Dear all, I am using the xtendothresdpd package by Diallo (2020) to estimate the dynamic panel treshold regression with 37 countries and 20 years. All the independent variables aren't significant including the lag of dependent variable. All independent variables were chosen based on literature recommendations.
GDP=f( tax revenue, non tax revenue, debt, debt finace) could anyone suggest the appropriate way to use this package based on a paper or other important resources.
GDP=f( tax revenue, non tax revenue, debt, debt finace) could anyone suggest the appropriate way to use this package based on a paper or other important resources.