M-Estimator for Threshold Spatial Dynamic Panel Data Model


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Documentation for package ‘sdpdth’ version 0.2

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sdpdth-package sdpdth
data_n A simulated data set for testing
data_nw A simulated data set for testing
data_th A simulated data set for testing
data_w A simulated data set for testing
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
wald_test Wald test for threshold spatial dynamic panel data model