Title

tc_covaug -- Covariates-augmented threshold test (Oh, Lee & Meng 2017)

Syntax

tc_covaug depvar indepvars [if] [in] [, model(tar|mtar) threshold(#) maxlag(#) criterion(aic|bic)]

Description

Augments the Enders-Siklos testing equation with the first differences of
the I(1) regressors as stationary covariates, yielding higher power.
Bundles 5%-CV table for m = 1, 2, 3 regressors.

Also see

Package overview | tc_es | tc_glsmtar | tc_exes