data

A simulation data used for examples

datasets

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.

Bai Hujie

DPTM

Dynamic Panel Multiple Threshold Model with Fixed Effects

data function

A simulation data used for examples<dl>
None
</dl>

Format

A simulation data used for examples — data

A simulation data used for examples<dl>
None


</dl>

data: A simulation data used for examples

Description

Usage

Arguments

Format