A simulated dataset for demonstrating the package

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 thresholds 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

d1 function

## `d1`
A data.frame with 1000 rows and 7 columns:<dl>
 <dt>id</dt>
<dd>individuals</dd> <dt>year</dt>
<dd>periods</dd> <dt>y</dt>
<dd>dependent variable</dd> <dt>y1</dt>
<dd>the first lag of y</dd> <dt>q</dt>
<dd>threshold variable</dd> <dt>x</dt>
<dd>regressor with threshold effects</dd> <dt>z</dt>
<dd>regressor without threshold effects</dd>
</dl>

Format

Example Dataset d1 — d1

## `d1`
A data.frame with 1000 rows and 7 columns:<dl>
 <dt>id</dt>
<dd>individuals</dd>

 <dt>year</dt>
<dd>periods</dd>

 <dt>y</dt>
<dd>dependent variable</dd>

 <dt>y1</dt>
<dd>the first lag of y</dd>

 <dt>q</dt>
<dd>threshold variable</dd>

 <dt>x</dt>
<dd>regressor with threshold effects</dd>

 <dt>z</dt>
<dd>regressor without threshold effects</dd>


</dl>

d1: Example Dataset d1

Description

Usage

Arguments

Format