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Estimation of two- and three-way dynamic panel threshold regression models (Di Lascio and Perazzini (2024) <https://repec.unibz.it/bemps104.pdf>; Di Lascio and Perazzini (2022, ISBN:978-88-9193-231-0); Seo and Shin (2016) <doi:10.1016/j.jeconom.2016.03.005>) through the generalized method of moments based on the first difference transformation and the use of instrumental variables. The models can be used to find a change point detection in the time series. In addition, random number generation is also implemented.
| Version: | 1.0 |
| Depends: | R (≥ 4.3.0), methods, stats, pracma |
| Published: | 2024-04-22 |
| DOI: | 10.32614/CRAN.package.PanelTM |
| Author: | Selene Perazzini [aut], F. Marta L. Di Lascio [aut, cre] |
| Maintainer: | F. Marta L. Di Lascio <marta.dilascio at unibz.it> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| CRAN checks: | PanelTM results |
| Reference manual: | PanelTM.pdf |
| Package source: | PanelTM_1.0.tar.gz |
| Windows binaries: | r-devel: PanelTM_1.0.zip, r-release: PanelTM_1.0.zip, r-oldrel: PanelTM_1.0.zip |
| macOS binaries: | r-release (arm64): PanelTM_1.0.tgz, r-oldrel (arm64): PanelTM_1.0.tgz, r-release (x86_64): PanelTM_1.0.tgz, r-oldrel (x86_64): PanelTM_1.0.tgz |
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