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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
rolling linux/jammy R-4.5 | PanelTM_1.1.tar.gz |
138.2 KiB |
1.1 |
rolling linux/noble R-4.5 | PanelTM_1.1.tar.gz |
138.1 KiB |
1.1 |
rolling source/ R- | PanelTM_1.1.tar.gz |
32.7 KiB |
1.1 |
latest linux/jammy R-4.5 | PanelTM_1.1.tar.gz |
138.2 KiB |
1.1 |
latest linux/noble R-4.5 | PanelTM_1.1.tar.gz |
138.1 KiB |
1.1 |
latest source/ R- | PanelTM_1.1.tar.gz |
32.7 KiB |
1.1 |
2026-04-26 source/ R- | PanelTM_1.1.tar.gz |
32.7 KiB |
1.1 |
2026-04-23 source/ R- | PanelTM_1.1.tar.gz |
32.7 KiB |
1.1 |
2026-04-09 windows/windows R-4.5 | PanelTM_1.1.zip |
141.2 KiB |
1.0 |
2025-04-20 source/ R- | PanelTM_1.0.tar.gz |
31.7 KiB |