#XTHENREG is an external command which can be installed in stata to estimate #dynamic #panel #data equations with #endogeneity and #Threshold in the form of #kink or #discontinuity in the function. The difference in both forms of threshold is that in kink there is no change in intercept, while in discontinuity there will be a new intercept.
It can estimate static and panel data function and can be modified to allow discontinuity or kink in the model.
