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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 threshold 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.

Version: 1.6.0
Depends: R (≥ 4.3.0)
Imports: Rcpp (≥ 1.0.12), BayesianTools, purrr, MASS, stats, coda, parabar, utils
LinkingTo: Rcpp, RcppEigen
Published: 2024-11-29
DOI: 10.32614/CRAN.package.DPTM
Author: Bai Hujie ORCID iD [aut, cre, cph]
Maintainer: Bai Hujie <hujiebai at 163.com>
License: GPL (≥ 3)
URL: https://github.com/HujieBai/DPTM
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: DPTM results

Documentation:

Reference manual: DPTM.pdf

Downloads:

Package source: DPTM_1.6.0.tar.gz
Windows binaries: r-devel: DPTM_1.6.0.zip, r-release: DPTM_1.6.0.zip, r-oldrel: DPTM_1.6.0.zip
macOS binaries: r-release (arm64): DPTM_1.6.0.tgz, r-oldrel (arm64): DPTM_1.6.0.tgz, r-release (x86_64): DPTM_1.6.0.tgz, r-oldrel (x86_64): DPTM_1.6.0.tgz
Old sources: DPTM archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.