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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.
Version: | 0.1.0 |
Imports: | stats, Formula, gtools, plyr |
Published: | 2018-05-14 |
DOI: | 10.32614/CRAN.package.dtp |
Author: | Taha Zaghdoudi |
Maintainer: | Taha Zaghdoudi <zedtaha at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | no |
CRAN checks: | dtp results |
Reference manual: | dtp.pdf |
Package source: | dtp_0.1.0.tar.gz |
Windows binaries: | r-devel: dtp_0.1.0.zip, r-release: dtp_0.1.0.zip, r-oldrel: dtp_0.1.0.zip |
macOS binaries: | r-release (arm64): dtp_0.1.0.tgz, r-oldrel (arm64): dtp_0.1.0.tgz, r-release (x86_64): dtp_0.1.0.tgz, r-oldrel (x86_64): dtp_0.1.0.tgz |
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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.