dptee: Model estimating

Description Usage Arguments Author(s) References See Also Examples

Description

Function to estimate a Dynamic Panels with Threshold Effect and Endogeneity

Usage

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dptee(formula, data, con=0, trim=0.15, qn=200, ns=300, jj=1000, model, effects, normal.inst, display.dummies,...)

Arguments

formula

model formula,

data

data to be used,

con

constant in the upper regime. 1 to include, 0 otherwise,

trim

percentage to trim before search, single,

qn

number of quantiles to examine,

ns

iter num in averaging (1st uses analytic formula),

jj

iteration for linearity test p-value,

model

one of 'analytic' (default) or 'averaging',

effects

individual or twoways,

normal.inst

if TRUE, normal instruments are used,

display.dummies

display time dummies in summary,

...

futher arguments.

Author(s)

Frederico Uchoa

References

Seo, Myung & Shin, Yongcheol. (2016). Dynamic panels with threshold effect and endogeneity. Journal of Econometrics. 195. 10.1016/j.jeconom.2016.03.005.

See Also

See Also summary.dptee

Examples

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##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x)
{
  }

fuchoa/dptee documentation built on May 28, 2019, 1:20 p.m.