OrthoPanels: Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

Implements the orthogonal reparameterization approach recommended by Lancaster (2002) to estimate dynamic panel models with fixed effects (and optionally: panel specific intercepts). The approach uses a likelihood-based estimator and produces estimates that are asymptotically unbiased as N goes to infinity, with a T as low as 2.

Version: 1.2-4
Depends: R (≥ 3.1.0)
Imports: MASS
Suggests: testthat, knitr, rmarkdown
Published: 2022-06-09
Author: Davor Cubranic [aut], Mark Pickup [aut, cre], Paul Gustafson [aut], Geoffrey Evans [aut], Jonoska Stojkova Biljana [ctb]
Maintainer: Mark Pickup <mark.pickup at sfu.ca>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: NEWS
In views: Econometrics
CRAN checks: OrthoPanels results

Documentation:

Reference manual: OrthoPanels.pdf
Vignettes: Introduction to _OrthoPanels_

Downloads:

Package source: OrthoPanels_1.2-4.tar.gz
Windows binaries: r-devel: OrthoPanels_1.2-4.zip, r-release: OrthoPanels_1.2-4.zip, r-oldrel: OrthoPanels_1.2-4.zip
macOS binaries: r-release (arm64): OrthoPanels_1.2-4.tgz, r-oldrel (arm64): OrthoPanels_1.2-4.tgz, r-release (x86_64): OrthoPanels_1.2-4.tgz, r-oldrel (x86_64): OrthoPanels_1.2-4.tgz
Old sources: OrthoPanels archive

Linking:

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