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.

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Description file content

Package
dtp
Type
Package
Title
Dynamic Panel Threshold Model
Version
0.1.0
Author
Taha Zaghdoudi
Maintainer
Taha Zaghdoudi
Description
Compute the dynamic threshold panel model suggested by (Stephanie Kremer, Alexander Bick and Dieter Nautz (2013) ) in which they extended the (Hansen (1999) ) original static panel threshold estimation and the Caner and (Hansen (2004) ) cross-sectional instrumental variable threshold model, where generalized methods of moments type estimators are used.
License
GPL-3
Encoding
UTF-8
LazyData
true
RoxygenNote
6.0.1
Imports
stats, Formula, gtools, plyr
NeedsCompilation
no
Packaged
2018-05-11 15:02:24 UTC; Asus
Repository
CRAN
Date/Publication
2018-05-14 08:16:54 UTC

install.packages('dtp')

0.1.0

4 months ago

Taha Zaghdoudi

GPL-3

Imports

stats, Formula, gtools, plyr

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