PanelTM (Q7380922)
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Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PanelTM |
Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection |
Statements
Estimation of two- and three-way dynamic panel threshold regression models (Di Lascio and Perazzini (2024) <https://repec.unibz.it/bemps104.pdf>; 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.
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4 February 2026
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Selene Perazzini
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expanded from: GPL (≥ 2) (English)
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