| Name : R-plm
| |
| Version : 2.6.4
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp154.2.1
| Date : 2024-06-06 02:36:58
|
| Group : Development/Libraries/Other
| Source RPM : R-plm-2.6.4-lp154.2.1.src.rpm
|
| Size : 5.31 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Linear Models for Panel Data
|
Description :
A set of estimators for models and (robust) covariance matrices, and
tests for panel data econometrics, including within/fixed effects,
random effects, between, first-difference, nested random effects as
well as instrumental-variable (IV) and Hausman-Taylor-style models,
panel generalized method of moments (GMM) and general FGLS models, mean
groups (MG), demeaned MG, and common correlated effects (CCEMG) and
pooled (CCEP) estimators with common factors, variable coefficients and
limited dependent variables models. Test functions include model
specification, serial correlation, cross-sectional dependence, panel
unit root and panel Granger (non-)causality. Typical references are
general econometrics text books such as Baltagi (2021), Econometric
Analysis of Panel Data (< doi:10.1007/978-3-030-53953-5>), Hsiao (2014),
Analysis of Panel Data (< doi:10.1017/CBO9781139839327>), and Croissant
and Millo (2018), Panel Data Econometrics with R
(< doi:10.1002/9781119504641>).
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
