PanelTM: Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection

Estimation of two- and three-way dynamic panel threshold regression models (Di Lascio and Perazzini (2024) <>; Di Lascio and Perazzini (2022, ISBN:978-88-9193-231-0); Seo and Shin (2016) <doi:10.1016/j.jeconom.2016.03.005>) through the generalized method of moments based on the first difference transformation and the use of instrumental variables. The models can be used to find a change point detection in the time series. In addition, random number generation is also implemented.

Version: 1.0
Depends: R (≥ 4.3.0), methods, stats, pracma
Published: 2024-04-22
DOI: 10.32614/CRAN.package.PanelTM
Author: Selene Perazzini [aut], F. Marta L. Di Lascio [aut, cre]
Maintainer: F. Marta L. Di Lascio <marta.dilascio at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: PanelTM results


Reference manual: PanelTM.pdf


Package source: PanelTM_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): PanelTM_1.0.tgz, r-oldrel (arm64): PanelTM_1.0.tgz, r-release (x86_64): PanelTM_1.0.tgz, r-oldrel (x86_64): PanelTM_1.0.tgz


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