| Name : R-PanelTM
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 11:16:49
|
| Group : Development/Libraries/Other
| Source RPM : R-PanelTM-1.0-lp153.2.2.src.rpm
|
| Size : 0.14 MB
| |
| Packager : (none)
| |
| Summary : Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
