Hi gretl users, there is version 2.0 of the  "Threshold_Panel" out now. The package implements Bruce E. Hansen's panel-threshold model (JoE, 1999). Apart from some internal refactoring (increasing computational speed too!) and bug fixes, the user-interface has changed too for improving the "user-experience". The most important changes are the first two bullet points in the following changelog. All details can be found in the help file as always: http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/Thresho... 2.0 (March 2021) - Changed API: Rename function SETUP_THRESH() to estimateTpm() and change arguments. - Changed API: Rename function lrplot() by plotTpm() and change arguments. - Replace "stop" by errorif() function. - Fix bug in get_interaction_terms() function for constructing interaction terms. - Make use of hdprod() function for computing interaction terms; results in about +20% gain of speed. - Internal refactoring and re-formatting (about 5% gain of speed). - Update help file. - Improve print-out of tests (formatting) - Minimum required version is 2020b now. Best, Artur