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DPTM: Dynamic Panel Multiple Threshold Model with Fixed Effects
Compute the fixed effects dynamic panel threshold model suggested by Ramírez-Rondán (2020) <doi:10.1080/07474938.2019.1624401>, and dynamic panel linear model suggested by Hsiao et al. (2002) <doi:10.1016/S0304-4076(01)00143-9>, where maximum likelihood type estimators are used. Multiple thresholds estimation based on Markov Chain Monte Carlo (MCMC) is allowed, and model selection of linear model, threshold model and multiple threshold model is also allowed.
Getting started
Browse package contents
Package details |
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| Author | Bai Hujie [aut, cre, cph] (<https://orcid.org/0009-0004-2060-4351>) |
| Maintainer | Bai Hujie <hujiebai@163.com> |
| License | GPL (>= 3) |
| Version | 3.0.2 |
| URL | https://github.com/HujieBai/DPTM |
| Package repository | View on CRAN |
| Installation |
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