| Type: | Package |
| Title: | Dynamic Panel Threshold Model |
| Version: | 0.1.0 |
| Author: | Taha Zaghdoudi |
| Maintainer: | Taha Zaghdoudi <zedtaha@gmail.com> |
| Description: | 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. |
| License: | GPL-3 |
| Encoding: | UTF-8 |
| LazyData: | true |
| RoxygenNote: | 6.0.1 |
| Imports: | stats, Formula, gtools, plyr |
| NeedsCompilation: | no |
| Packaged: | 2018-05-11 15:02:24 UTC; Asus |
| Repository: | CRAN |
| Date/Publication: | 2018-05-14 08:16:54 UTC |
Middle East and North Africa yearly data of economic growth, inflation rate,foreign direct investment and trade
Description
The data frame Mena contains the following variables:
pays:the countries
ann:the year
GDPPC:GDP per capita growth (annual pourcentage)
FDI:Foreign direct investment, net inflows (pourcentageof GDP)
INF:Inflation, consumer prices (annual pourcentage)
OPEN:public capital
Usage
data(Mena)
Format
A data frame with 274 rows and 4 variables
Dynamic threshold panel function
Description
Dynamic threshold panel function
Usage
dtp(f, data, index = c("state", "year"), maxlags, initnum, conf, conf1, conf2,
graph = TRUE)
Arguments
f |
the formula |
data |
the dataframe |
index |
c=("id","time") |
maxlags |
the instruments maximum lags number |
initnum |
column number of the initial variable |
conf |
the confidential interval |
conf1 |
the confidential interval |
conf2 |
the confidential interval |
graph |
TRUE to show the threshold plot |
Examples
############################################
# Fit the dynamic threshold panel data
############################################
# Load data
data(Mena)
############################################
# Estimate the model
############################################
reg<-dtp(GDPPC ~ FDI+OPEN|INF|INF,Mena,index=c("pays","ann"),4,2,0.95,0.8,1,graph = TRUE)
summary(reg)
Summary of a nardl model
Description
summary method for a dtp model.
Usage
## S3 method for class 'dtp'
summary(object, ...)
Arguments
object |
is the object of the function |
... |
not used |
Value
an object of the S3 class summary.dtp with the
following components: