Threshold Estimation Hansen Matlab Code

I am trying to estimate a threshold regression model. Hereby I want to make use of the Hansen Matlab code on "Threshold Effects in Non-Dynamic Panels: Estimation, Testing and Inference".

However, when trying to run either data.m or THRESH_P.m, Matlab returns that both lag_v and lag_value are undefined functions.

Can anyone provide me with those functions?

Thanks. Kind regards, Steven

[Andrew Newell]

@Steven, it would make more sense to contact the author about this code. I can't even find it on the web. See also http://www.mathworks.com/matlabcentral/newsreader/view_thread/272523.

[Steven Baeyens]

Thanks Andrew!

[nesrine nesrine]

Hi Steven Baeyens, did you fix the problem? about panel threshold regression code matlab.