<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Two- And Three-Way Dynamic Panel Threshold Regression Model for
Change Point Detection</dc:title>
  <dc:title>R package PanelTM version 1.2</dc:title>
  <dc:description>Estimation of two-way and three-way dynamic panel threshold regression models using the first-differenced instrumental-variable generalized method of moments (FD-IV-GMM) estimator. The implementation builds on Seo and Shin (2016) &lt;doi:10.1016/j.jeconom.2016.03.005&gt; and Di Lascio and Perazzini (2026) &lt;doi:10.1007/s10260-026-00842-3&gt;. The models accommodate time-varying exogenous and endogenous regressors and allow the lagged dependent variable to serve as the threshold variable. The package includes a bootstrap-based test for threshold effects, a procedure for identifying change points in individual time series, functions for simulating two-way and three-way panel data with regime changes, and tools for evaluating estimator performance through bias and root mean squared error measures.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 4.3.0), methods, stats, pracma, MASS</dc:relation>
  <dc:creator>F. Marta L. Di Lascio &lt;marta.dilascio@unibz.it&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Selene Perazzini [aut],
  F. Marta L. Di Lascio [aut, cre]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2026-10-30</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=PanelTM</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.PanelTM</dc:identifier>
</oai_dc:dc>