| Name : R-PDMIF
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.11
| Date : 2024-06-14 11:25:11
|
| Group : Development/Libraries/Other
| Source RPM : R-PDMIF-0.1.0-lp153.1.11.src.rpm
|
| Size : 1.80 MB
| |
| Packager : (none)
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| Summary : Fits Heterogeneous Panel Data Models
|
Description :
Fits heterogeneous panel data models with interactive effects for
linear regression, logistic, count, probit, quantile, and clustering.
Based on Ando, T. and Bai, J. (2015) \"A simple new test for slope
homogeneity in panel data models with interactive effects\" < doi:
10.1016/j.econlet.2015.09.019>, Ando, T. and Bai, J. (2015) \"Asset
Pricing with a General Multifactor Structure\" < doi:
10.1093/jjfinex/nbu026> , Ando, T. and Bai, J. (2016) \"Panel data
models with grouped factor structure under unknown group membership\"
< doi: 10.1002/jae.2467>, Ando, T. and Bai, J. (2017) \"Clustering huge
number of financial time series: A panel data approach with
high-dimensional predictors and factor structures\" < doi:
10.1080/01621459.2016.1195743>, Ando, T. and Bai, J. (2020) \"Quantile
co-movement in financial markets\" < doi: 10.1080/01621459.2018.1543598>,
Ando, T., Bai, J. and Li, K. (2021) \"Bayesian and maximum likelihood
analysis of large-scale panel choice models with unobserved
heterogeneity\" < doi: 10.1016/j.jeconom.2020.11.013.>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
