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PanelTM  

Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection
View on CRAN: Click here


Download and install PanelTM package within the R console
Install from CRAN:
install.packages("PanelTM")

Install from Github:
library("remotes")
install_github("cran/PanelTM")

Install by package version:
library("remotes")
install_version("PanelTM", "1.0")



Attach the package and use:
library("PanelTM")
Maintained by
F. Marta L. Di Lascio
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-22
Latest Update: 2024-04-22
Description:
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.
How to cite:
F. Marta L. Di Lascio (2024). PanelTM: Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection. R package version 1.0, https://cran.r-project.org/web/packages/PanelTM. Accessed 23 Nov. 2024.
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