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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: | 1.5.0 |
Depends: | R (≥ 4.3.0) |
Imports: | Rcpp (≥ 1.0.12), BayesianTools, purrr, MASS, stats, coda, parabar, utils |
LinkingTo: | Rcpp, RcppEigen |
Published: | 2024-08-17 |
DOI: | 10.32614/CRAN.package.DPTM |
Author: | Bai Hujie [aut, cre, cph] |
Maintainer: | Bai Hujie <hujiebai at 163.com> |
License: | GPL (≥ 3) |
URL: | https://github.com/HujieBai/DPTM |
NeedsCompilation: | yes |
Materials: | NEWS |
CRAN checks: | DPTM results |
Reference manual: | DPTM.pdf |
Package source: | DPTM_1.5.0.tar.gz |
Windows binaries: | r-devel: DPTM_1.5.0.zip, r-release: DPTM_1.5.0.zip, r-oldrel: DPTM_1.5.0.zip |
macOS binaries: | r-release (arm64): DPTM_1.5.0.tgz, r-oldrel (arm64): DPTM_1.5.0.tgz, r-release (x86_64): DPTM_1.5.0.tgz, r-oldrel (x86_64): DPTM_1.5.0.tgz |
Old sources: | DPTM archive |
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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.