dtp

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.