Package: PanelTM
Type: Package
Title: Two- And Three-Way Dynamic Panel Threshold Regression Model for
        Change Point Detection
Version: 1.1
Authors@R: c(person("Selene", "Perazzini", role = c("aut"), email = "selene.perazzini@alumni.imtlucca.it"),
             person("F. Marta L.", "Di Lascio", role = c("aut","cre"), email = "marta.dilascio@unibz.it")
	    )
Maintainer: F. Marta L. Di Lascio <marta.dilascio@unibz.it>
Description: 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.
License: GPL (>= 2)
Depends: R (>= 4.3.0), methods, stats, pracma, MASS
Imports:
NeedsCompilation: no
Packaged: 2026-02-04 14:34:36 UTC; FDiLascio
Author: Selene Perazzini [aut],
  F. Marta L. Di Lascio [aut, cre]
Repository: CRAN
Date/Publication: 2026-02-04 15:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 23:43:45 UTC; unix
