pdynmc: Moment Condition Based Estimation of Linear Dynamic Panel Data Models

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: 0.8.0
Depends: R (≥ 3.6.0)
Imports: data.table (≥ 1.12.2), dplyr (≥ 0.8.3), 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, R.rsp (≥ 0.43.2)
Published: 2020-02-01
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
CRAN checks: pdynmc results

Downloads:

Reference manual: pdynmc.pdf
Vignettes: pdynmc: An R-package for estimating linear dynamic panel data models based on nonlinear moment conditions
Package source: pdynmc_0.8.0.tar.gz
Windows binaries: r-devel: pdynmc_0.8.0.zip, r-devel-gcc8: pdynmc_0.8.0.zip, r-release: pdynmc_0.8.0.zip, r-oldrel: not available
OS X binaries: r-release: pdynmc_0.8.0.tgz, r-oldrel: not available

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