Package: PanelTM 1.0

F. Marta L. Di Lascio

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.

Authors:Selene Perazzini [aut], F. Marta L. Di Lascio [aut, cre]

PanelTM_1.0.tar.gz
PanelTM_1.0.tar.gz(r-4.5-noble)PanelTM_1.0.tar.gz(r-4.4-noble)
PanelTM_1.0.tgz(r-4.4-emscripten)PanelTM_1.0.tgz(r-4.3-emscripten)
PanelTM.pdf |PanelTM.html✨
PanelTM/json (API)

# Install 'PanelTM' in R:
install.packages('PanelTM', repos = 'https://cloud.r-project.org')
Datasets:
  • banana - Biompedance measurements on bananas.

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.30 score 2 stars 98 downloads 5 exports 1 dependencies

Last updated 11 months agofrom:d418eb32f7. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 30 2025
R-4.5-linuxOKMar 30 2025
R-4.4-linuxOKMar 30 2025

Exports:cpointperfmptm2ptm3simptm

Dependencies:pracma

Citation

To cite package ‘PanelTM’ in publications use:

Perazzini S, Di Lascio F (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/package=PanelTM.

Corresponding BibTeX entry: 

  @Manual{,
    title = {PanelTM: Two- And Three-Way Dynamic Panel Threshold
      Regression Model for Change Point Detection},
    author = {Selene Perazzini and F. Marta L. {Di Lascio}},
    year = {2024},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=PanelTM},
  }