perfm-class

A class for <code>perfm</code> and its extensions

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.

Francesca Marta Lilja Di Lascio

PanelTM

Two- And Three-Way Dynamic Panel Threshold Regression Model for
Change Point Detection

Selene Perazzini

F. Marta L. Di Lascio

perfm-class function

Objects can be created by calls of the form <code>new("perfm", ...)</code>.

Objects from the Class

<dl>
	<dt><code>trueval</code></dt>
<dd>Object of class <code>numeric</code>. The true value of the parameter.</dd>	<dt><code>rb</code></dt>
<dd>Object of class <code>numeric</code>. The relative bias.</dd>	<dt><code>nrb</code></dt>
<dd>Object of class <code>numeric</code>. The bias.</dd>	<dt><code>rrmse</code></dt>
<dd>Object of class <code>numeric</code>. The relative root mean squared error.</dd>	<dt><code>rmse</code></dt>
<dd>Object of class <code>numeric</code>. The root mean squared error.</dd> 
</dl>

Slots

No methods defined with class "perfm" in the signature.

Methods

Selene Perazzini &lt;selene.perazzini@alumni.imtlucca.it&gt;
Francesca Marta Lilja Di Lascio &lt;marta.dilascio@unibz.it&gt;

Author

Class "perfm" — perfm-class

<dl>
	<dt><code>trueval</code></dt>
<dd>Object of class <code>numeric</code>. The true value of the parameter.</dd>

	<dt><code>rb</code></dt>
<dd>Object of class <code>numeric</code>. The relative bias.</dd>

	<dt><code>nrb</code></dt>
<dd>Object of class <code>numeric</code>. The bias.</dd>

	<dt><code>rrmse</code></dt>
<dd>Object of class <code>numeric</code>. The relative root mean squared error.</dd>

	<dt><code>rmse</code></dt>
<dd>Object of class <code>numeric</code>. The root mean squared error.</dd>

 
</dl>

perfm-class: Class "perfm"

Description

Arguments

Objects from the Class

Slots

Methods

Author

References

See Also

Examples