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Dynamic Panel Threshold Models with Fixed Effects Based on MCMC

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@HujieBai HujieBai released this 29 Mar 06:07
· 12 commits to main since this release
26ad415

The first release.

Dynamic panel threshold model.
Methods and tools for dynamic panel data analysis.
Allows estimation and model selection of linear model and threshold model.
Multiple threshold model and model with time fixed effects are also allowed.