simptm-class

A class for <code>simptm</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

simptm-class function

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

Objects from the Class

<dl>
	<dt><code>simulation</code></dt>
<dd>Object of class <code>"list"</code>. A list of dataframes of simulated data.
		The list contains <code>B</code> dataframes, one for each replication. Each dataframe contains columns: \(i\), \(j\), \(t\), \(Y\) and possibly \(X\).</dd> 
</dl>

Slots

No methods defined with class "simptm" 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 "simptm" — simptm-class

<dl>
	<dt><code>simulation</code></dt>
<dd>Object of class <code>"list"</code>. A list of dataframes of simulated data.
		The list contains <code>B</code> dataframes, one for each replication. Each dataframe contains columns: \(i\), \(j\), \(t\), \(Y\) and possibly \(X\).</dd>

 
</dl>

simptm-class: Class "simptm"

Description

Arguments

Objects from the Class

Slots

Methods

Author

References

See Also

Examples