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:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=OrthoPanels
to link to this page.