Dynamic Panel Threshold Model

Compute the dynamic threshold panel model suggested by (Stephanie Kremer, Alexander Bick and Dieter Nautz (2013) ) in which they extended the (Hansen (1999) ) original static panel threshold estimation and the Caner and (Hansen (2004) ) cross-sectional instrumental variable threshold model, where generalized methods of moments type estimators are used.


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install.packages("dtp")

0.1.0 by Taha Zaghdoudi, a year ago


Browse source code at https://github.com/cran/dtp


Authors: Taha Zaghdoudi


Documentation:   PDF Manual  


GPL-3 license


Imports stats, Formula, gtools, plyr


See at CRAN