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DPTM
View on CRAN: Click
here
Download and install DPTM package within the R console
Install from CRAN:
install.packages("DPTM")
Install from Github:
library("remotes")
install_github("cran/DPTM")
Install by package version:
library("remotes")
install_version("DPTM", "1.3.8")
Attach the package and use:
library("DPTM")
Maintained by
Bai Hujie
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-04
Latest Update: 2024-04-04
Description:
Compute the fixed effects dynamic panel threshold model suggested by Ramírez-Rondán (2020) <doi:10.1080/07474938.2019.1624401>, and dynamic panel linear model suggested by Hsiao et al. (2002) <doi:10.1016/S0304-4076(01)00143-9>, where maximum likelihood type estimators are used. Multiple threshold estimation based on Markov Chain Monte Carlo (MCMC) is allowed, and model selection of linear model, threshold model and multiple threshold model is also allowed.
How to cite:
Bai Hujie (2024). DPTM: Dynamic Panel Multiple Threshold Model with Fixed Effects. R package version 1.3.8, https://cran.r-project.org/web/packages/DPTM
Previous versions and publish date:
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