getspanel

General-to-Specific Modelling of Panel Data

CRAN Package

Uses several types of indicator saturation and automated General-to-Specific (GETS) modelling from the 'gets' package and applies it to panel data. This allows the detection of structural breaks in panel data, operationalising a reverse causal approach of causal inference, see Pretis and Schwarz (2022) <doi:10.2139/ssrn.4022745>.


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  • Imports5 packages
  • Suggests10 packages