dtp {dtp}

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)