r-cran-plm

GNU R estimators and tests for panel data econometrics

Description

This R package intends to make the estimation of linear panel models straightforward. It provides functions to estimate a wide variety of models= and to make (robust) inference.

The main functions to estimate models are:
 - plm: panel data estimators using lm on transformed data,
 - pgmm: generalized method of moments (GMM) estimation for panel data,
 - pvcm: variable coefficients models for panel data,
 - pmg: mean groups (MG), demeaned MG and common correlated effects (CCEMG)
   estimators.

Next to the model estimation functions, the package offers several functions for statistical tests related to panel data/models.

Multiple functions for (robust) variance-covariance matrices are at hand as well. The package also provides data sets to demonstrate functions and to replicate some text book/paper results.

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Homepage

https://cran.r-project.org/package=plm


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