tr function

A sub-routine calculating trace

Estimation of trace.

tr(y, tt, n)

Arguments

This function is a sub-routine for model(), calculating trace of matrix

• y: data vector.
• tt: time period length.
• n: number of cross-section units.

References

Hanse B. E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. Journal of Econometrics,93, 345-368.

Original code from Dr. Hansen (http://www.ssc.wisc.edu/~bhansen/).