sdpdth0.2 package

M-Estimator for Threshold Spatial Dynamic Panel Data Model

msdpd

M-estimator for spatial dynamic panel data model

msdpdth

M-estimator for threshold spatial dynamic panel data model

print.msdpd

Print method for msdpd class

print.msdpdth

Print method for msdpdth class

sdpdth-package

sdpdth

wald_test

Wald test for threshold spatial dynamic panel data model

Download source packageRead PDF manual

M-estimator for threshold and non-threshold spatial dynamic panel data model. Yang, Z (2018) <doi:10.1016/j.jeconom.2017.08.019>. Wu, J., Matsuda, Y (2021) <doi:10.1007/s43071-021-00008-1>.

  • Maintainer: Junyue Wu
  • License: MIT + file LICENSE
  • Last published: 2021-03-22