Package: PanelTM
Type: Package
Title: Two- And Three-Way Dynamic Panel Threshold Regression Model for
        Change Point Detection
Version: 1.1
Authors@R: c(person("Selene", "Perazzini", role = c("aut"), email = "selene.perazzini@alumni.imtlucca.it"),
             person("F. Marta L.", "Di Lascio", role = c("aut","cre"), email = "marta.dilascio@unibz.it")
	    )
Maintainer: F. Marta L. Di Lascio <marta.dilascio@unibz.it>
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.
License: GPL (>= 2)
Depends: R (>= 4.3.0), methods, stats, pracma, MASS
Imports:
NeedsCompilation: no
Packaged: 2026-06-17 08:18:24 UTC; root
Author: Selene Perazzini [aut], F. Marta L. Di Lascio [aut, cre]
Repository: https://cran.r-universe.dev
Date/Publication: 2026-02-04 15:20:02 UTC
RemoteUrl: https://github.com/cran/PanelTM
RemoteRef: HEAD
RemoteSha: e5c3c3ffaba12d4ad68b42fa51b5fd25f739dab6