PanelTM: Two- And Three-Way Dynamic Panel Threshold Regression Model for
Change Point Detection
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 |
Documentation:
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