Moment Condition Based Estimation of Linear Dynamic Panel Data Models


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Documentation for package ‘pdynmc’ version 0.8.0

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fitted.pdynmc Extract fitted values.
jtest.fct Hansen J test.
mtest.fct Arellano and Bond serial correlation test.
pdynmc pdynmc: A package for moment conditions based estimation of linear dynamic panel data models
print.summary.pdynmc Print summary for objects of class 'pdynmc'.
residuals.pdynmc Extract residuals.
summary.pdynmc Summary for objects of class 'pdynmc'.
vcov.pdynmc Extract variance covariance matrix.
wald.fct Wald test.
wmat.pdynmc Extract weighting matrix.