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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • banana - Biompedance measurements on bananas.

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

1.00 score 80 downloads 5 exports 1 dependencies

Last updated 7 months agofrom:d418eb32f7. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-linuxOKOct 31 2024

Exports:cpointperfmptm2ptm3simptm

Dependencies:pracma