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plm: Linear Models for Panel Data

Abstract : 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, ISBN-13:978-3-030-53952-8, Hsiao (2014), Analysis of Panel Data , and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN-13:978-1-118-94918-4.
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Contributor : Yves CROISSANT Connect in order to contact the contributor
Submitted on : Thursday, May 12, 2022 - 11:11:14 AM
Last modification on : Tuesday, May 17, 2022 - 3:29:45 AM




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