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dtp: Dynamic Panel Threshold Model

Compute the dynamic threshold panel model suggested by (Stephanie Kremer, Alexander Bick and Dieter Nautz (2013) <doi:10.1007/s00181-012-0553-9>) in which they extended the (Hansen (1999) <doi:10.1016/S0304-4076(99)00025-1>) original static panel threshold estimation and the Caner and (Hansen (2004) <doi:10.1017/S0266466604205011>) cross-sectional instrumental variable threshold model, where generalized methods of moments type estimators are used.

Version: 0.1.0
Imports: stats, Formula, gtools, plyr
Published: 2018-05-14
DOI: 10.32614/CRAN.package.dtp
Author: Taha Zaghdoudi
Maintainer: Taha Zaghdoudi <zedtaha at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: dtp results

Documentation:

Reference manual: dtp.pdf

Downloads:

Package source: dtp_0.1.0.tar.gz
Windows binaries: r-devel: dtp_0.1.0.zip, r-release: dtp_0.1.0.zip, r-oldrel: dtp_0.1.0.zip
macOS binaries: r-release (arm64): dtp_0.1.0.tgz, r-oldrel (arm64): dtp_0.1.0.tgz, r-release (x86_64): dtp_0.1.0.tgz, r-oldrel (x86_64): dtp_0.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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