Linear dynamic panel data modeling based on linear and nonlinear moment conditions as proposed by Holtz-Eakin, Newey, and Rosen (1988) <doi:10.2307/1913103>, Ahn and Schmidt (1995) <doi:10.1016/0304-4076(94)01641-C>, and Arellano and Bover (1995) <doi:10.1016/0304-4076(94)01642-D>. Estimation of the model parameters relies on numerical optimization and the computation of closed form solutions. For inference and specification testing, Windmeijer (2005) <doi:10.1016/j.jeconom.2004.02.005> corrected standard errors, serial correlation tests, tests for overidentification, and Wald tests are available.
| Version: | 0.9.1 |
| Depends: | R (≥ 3.6.0) |
| Imports: | data.table (≥ 1.12.2), MASS (≥ 7.3-51.4), Matrix (≥ 1.2-17), optimx (≥ 2018-07.10), qlcMatrix (≥ 0.9.7), stats (≥ 3.6.0), Rdpack (≥ 0.11-0) |
| Suggests: | plm (≥ 2.2-0), testthat (≥ 2.3.2), R.rsp (≥ 0.43.2) |
| Published: | 2020-07-26 |
| Author: | Markus Fritsch [aut, cre], Joachim Schnurbus [aut], Andrew Adrian Yu Pua [aut] |
| Maintainer: | Markus Fritsch <Markus.Fritsch at uni-Passau.de> |
| BugReports: | https://github.com/markusfritsch/pdynmc/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/markusfritsch/pdynmc |
| NeedsCompilation: | no |
| Classification/JEL: | C23, C26, C87 |
| Citation: | pdynmc citation info |
| Materials: | README NEWS |
| CRAN checks: | pdynmc results |
| Reference manual: | pdynmc.pdf |
| Vignettes: |
pdynmc: An R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions |
| Package source: | pdynmc_0.9.1.tar.gz |
| Windows binaries: | r-devel: pdynmc_0.9.1.zip, r-release: pdynmc_0.9.1.zip, r-oldrel: pdynmc_0.9.1.zip |
| macOS binaries: | r-release: pdynmc_0.9.1.tgz, r-oldrel: pdynmc_0.9.1.tgz |
| Old sources: | pdynmc archive |
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