dtp

Dynamic Panel Threshold Model

CRAN Package

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.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release05/14/2018

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  • Imports3 packages