Linear dynamic panel data modeling based on linear and nonlinear moment conditions as proposed by Holtz-Eakin, Newey, and Rosen (1988) https://doi.org/10.2307/1913103, Ahn and Schmidt (1995) https://doi.org/10.1016/0304-4076(94)01641-C, and Arellano and Bover (1995) https://doi.org/10.1016/0304-4076(94)01642-D.
Estimation of the model parameters relies on the Generalized Method of Moments (GMM), numerical optimization (when nonlinear moment conditions are employed) and the computation of closed form solutions (when estimation is based on linear moment conditions). One-step, two-step and iterated estimation is available.
For inference and specification testing, Windmeijer (2005) https://doi.org/10.1016/j.jeconom.2004.02.005 corrected standard errors, serial correlation tests, tests for overidentification, and Wald tests are available.
See also: https://cran.r-project.org/web/packages/pdynmc/index.html