dtp
Dynamic Panel Threshold Model
Compute the dynamic threshold panel model suggested by (Stephanie Kremer, Alexander Bick and Dieter Nautz (2013) <doi:10.1007/s00181-012-0553-9>) in which they extended the (Hansen (1999) <doi: 10.1016/S0304-4076(99)00025-1>) original static panel threshold estimation and the Caner and (Hansen (2004) <doi:10.1017/S0266466604205011>) cross-sectional instrumental variable threshold model, where generalized methods of moments type estimators are used.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling source/ R- | dtp_0.1.0.tar.gz |
17.5 KiB |
0.1.0 |
latest source/ R- | dtp_0.1.0.tar.gz |
17.5 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | dtp_0.1.0.zip |
54.8 KiB |