Package: DPTM 1.3.7

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.

Authors:Bai Hujie [aut, cre, cph]

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DPTM.pdf |DPTM.html✨
DPTM/json (API)

Peer review:

Bug tracker:https://github.com/hujiebai/dptm/issues

On CRAN:

dynamicpanel-datathresholds

3 exports 1 stars 1.02 score 118 dependencies 176 downloads

Last updated 4 months agofrom:78476eb6d5. Checks:OK: 9. Indexed: yes.

Exports:DPMLDPTSThreshold_Test

Dependencies:apeaskpassbase64encBayesianToolsbootbridgesamplingBrobdingnagbslibcachemcallrclicodacodetoolscolorspacecommonmarkcpp11crayoncrosstalkcurldata.tableDHARMadigestdoParalleldplyrellipseemulatorevaluateexpmfansifarverfastmapfilelockfontawesomeforeachfsgapgap.datasetsgenericsggplot2gluegmmgtablehighrhmshtmltoolshtmlwidgetshttpuvhttrIDPmiscisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelme4lmtestmagrittrMASSMatrixmemoisemgcvmimeminqamsmmunsellmvtnormnlmenloptrnumDerivopensslparabarpillarpkgconfigplotlyplyrprettyunitsprocessxprogresspromisespspurrrqgamR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackrlangrmarkdownsandwichsassscalesshinysourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytextmvtnormutf8vctrsviridisLitewithrxfunxtableyamlzoo