dynpanel - Dynamic Panel Data Models
Computes the first stage GMM estimate of a dynamic linear model with p lags of the dependent variables.
Last updated 8 years ago
2.00 score 5 scripts 225 downloadsdtp - Dynamic Panel Threshold Model
Compute the dynamic threshold panel model suggested by (Stephanie Kremer, Alexander Bick and Dieter Nautz (2013) <doi:10.1007/s00181-012-0553-9>) in which they extended the (Hansen (1999) <doi: 10.1016/S0304-4076(99)00025-1>) original static panel threshold estimation and the Caner and (Hansen (2004) <doi:10.1017/S0266466604205011>) cross-sectional instrumental variable threshold model, where generalized methods of moments type estimators are used.
Last updated 7 years ago
1.00 score 1 stars 1 scripts 138 downloads