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.

Version: 1.3.8
Depends: R (≥ 4.3.0)
Imports: Rcpp (≥ 1.0.12), BayesianTools, purrr, MASS, stats, coda, parabar
LinkingTo: Rcpp, RcppEigen
Published: 2024-04-04
DOI: 10.32614/CRAN.package.DPTM
Author: Bai Hujie ORCID iD [aut, cre, cph]
Maintainer: Bai Hujie <hujiebai at 163.com>
License: GPL (≥ 3)
URL: https://github.com/HujieBai/DPTM
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: DPTM results


Reference manual: DPTM.pdf


Package source: DPTM_1.3.8.tar.gz
Windows binaries: r-devel: DPTM_1.3.8.zip, r-release: DPTM_1.3.8.zip, r-oldrel: DPTM_1.3.8.zip
macOS binaries: r-release (arm64): DPTM_1.3.8.tgz, r-oldrel (arm64): DPTM_1.3.8.tgz, r-release (x86_64): DPTM_1.3.8.tgz, r-oldrel (x86_64): DPTM_1.3.8.tgz


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