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csdm  

Cross-Sectional Dependence Models
View on CRAN: Click here


Download and install csdm package within the R console
Install from CRAN:
install.packages("csdm")

Install from Github:
library("remotes")
install_github("cran/csdm")

Install by package version:
library("remotes")
install_version("csdm", "1.0.0")



Attach the package and use:
library("csdm")
Maintained by
Joao Claudio Macosso
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-20
Latest Update: 2026-02-20
Description:
Provides estimators and utilities for large panel-data models with cross-sectional dependence, including mean group (MG), common correlated effects (CCE) and dynamic CCE (DCCE) estimators, and cross-sectionally augmented ARDL (CS-ARDL) specifications, plus related inference and diagnostics.
How to cite:
Joao Claudio Macosso (2026). csdm: Cross-Sectional Dependence Models. R package version 1.0.0, https://cran.r-project.org/web/packages/csdm. Accessed 08 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:29), 1.0.0 (2026-02-20 11:10)
Other packages that cited csdm R package
View csdm citation profile
Other R packages that csdm depends, imports, suggests or enhances
Complete documentation for csdm
Functions, R codes and Examples using the csdm R package
Full csdm package functions and examples
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