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

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.

Version:	1.1
Depends:	R (≥ 4.3.0), methods, stats, pracma, MASS
Published:	2026-02-04
DOI:	10.32614/CRAN.package.PanelTM
Author:	Selene Perazzini [aut], F. Marta L. Di Lascio [aut, cre]
Maintainer:	F. Marta L. Di Lascio <marta.dilascio at unibz.it>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	ChangeLog
CRAN checks:	PanelTM results

Documentation:

Reference manual:

PanelTM.html , PanelTM.pdf

Downloads:

Package source:	PanelTM_1.1.tar.gz
Windows binaries:	r-devel: PanelTM_1.1.zip, r-release: PanelTM_1.1.zip, r-oldrel: PanelTM_1.1.zip
macOS binaries:	r-release (arm64): PanelTM_1.1.tgz, r-oldrel (arm64): PanelTM_1.1.tgz, r-release (x86_64): PanelTM_1.1.tgz, r-oldrel (x86_64): PanelTM_1.1.tgz
Old sources:	PanelTM archive

Linking:

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