simptm-class: Class "simptm"

In PanelTM: Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection

Class "simptm"

Description

A class for simptm and its extensions

Objects from the Class

Objects can be created by calls of the form new("simptm", ...).

Slots

simulation

Object of class "list". A list of dataframes of simulated data. The list contains B dataframes, one for each replication. Each dataframe contains columns: i, j, t, Y and possibly X.

Methods

No methods defined with class "simptm" in the signature.

Author(s)

Selene Perazzini <[e-mail]>

Francesca Marta Lilja Di Lascio <[e-mail]>

References

Di Lascio, F.M.L. and Perazzini, S. (202x) A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. WP BEMPS <https://repec.unibz.it/bemps104.pdf>.

Di Lascio, F.M.L. and Perazzini, S. (2022) Change point detection in fruit bioimpedance using a three-way panel model. Book of short papers - SIS2022, p.1184-1189, Eds. A. Balzanella, M. Bini, C. Cavicchia, R. Verde. Pearson. ISBN: 978-88-9193-231-0.

Seo, M. and Shin, Y. (2016) Dynamic panels with threshold effect and endogeneity. Journal of Econometrics, 195(2), p.169-186.

See Also

See also simptm.

Examples

    showClass("simptm")

PanelTM documentation built on June 22, 2024, 7:22 p.m.