R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
dcce
Dynamic Common Correlated Effects Estimation for Panel Data
View on CRAN: Click
here
Download and install dcce package within the R console
Install from CRAN:
install.packages("dcce")
Install from Github:
library("remotes")
install_github("cran/dcce") Install by package version:
library("remotes")
install_version("dcce", "0.4.2") Attach the package and use:
library("dcce")
Maintained by
Mustapha Wasseja
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-05
Latest Update: 2026-05-05
Description:
Estimates heterogeneous coefficient models for large panels with cross-sectional dependence. Implements the Mean Group (MG) estimator of Pesaran and Smith (1995) <doi:10.1016/0304-4076(94)01644-F>, the Common Correlated Effects (CCE) and Dynamic CCE (DCCE) estimators of Pesaran (2006) <doi:10.1111/j.1468-0262.2006.00692.x> and Chudik and Pesaran (2015) <doi:10.1016/j.jeconom.2015.03.007>, the regularized CCE of Juodis (2022), the Augmented Mean Group (AMG) of Eberhardt and Teal (2010), the Interactive Fixed Effects (IFE) estimator of Bai (2009) <doi:10.3982/ECTA6135>, and long-run estimators including Cross-Sectionally augmented Distributed Lag (CS-DL), Cross-Sectionally augmented Autoregressive Distributed Lag (CS-ARDL), and Pooled Mean Group (PMG) (Chudik et al. 2016; Shin et al. 1999). Also provides rolling-window estimation, high-dimensional fixed effect absorption, spatial CCE via user-supplied weight matrices, and structural break tests (Chow and sup-Wald) following Andrews (1993), Bai and Perron (1998), and Ditzen, Karavias and Westerlund (2024). Supplies a comprehensive cross-sectional dependence (CD) test suite including the Pesaran (2015) CD test <doi:10.1080/07474938.2014.956623>, the Juodis and Reese (2022) randomized weighted CD (CDw) test, the Baltagi et al. (2012) bias-adjusted weighted CD (CDw+) test, the Fan et al. (2015) Power Enhancement Approach (PEA) test, and the Pesaran and Xie (2021) bias-corrected CD (CD*) test. Further diagnostics include the Pesaran (2007) Cross-sectionally Augmented IPS (CIPS) panel unit root test <doi:10.1002/jae.951>, the Westerlund (2007) panel cointegration tests, the Dumitrescu and Hurlin (2012) panel Granger causality test, the Im-Pesaran-Shin (IPS) and Levin-Lin-Chu (LLC) panel unit root tests, the Pedroni (2004) and Kao (1999) residual cointegration tests, the Swamy (1970) and Pesaran and Yamagata (2008) slope homogeneity tests, a Hausman-type test for MG versus pooled, the exponent of cross-sectional dependence from Bailey et al. (2016) <doi:10.1002/jae.2490>, information criteria for Cross-Sectional Average (CSA) selection, the rank condition classifier, impulse response functions, cross-section and wild bootstrap inference, and 'broom'-compatible methods.
How to cite:
Mustapha Wasseja (2026). dcce: Dynamic Common Correlated Effects Estimation for Panel Data. R package version 0.4.2, https://cran.r-project.org/web/packages/dcce. Accessed 07 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited dcce R package
View dcce citation profile
Other R packages that dcce depends,
imports, suggests or enhances
Complete documentation for dcce
Functions, R codes and Examples using
the dcce R package
Full dcce package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
embryogrowth
Tools to Analyze the Thermal Reaction Norm of Embryo Growth
Tools to analyze the embryo growth and the sexualisation thermal reaction norms. See ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marc Girondot (view profile)
r2resize
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
cesR
Access the Canadian Election Study Datasets
Makes accessing and loading the Canadian Election Study (, ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Paul A. Hodgetts (view profile)
gRain
Bayesian Networks
Probability propagation in graphical independence networks, also
known as Bayesian networks or prob ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Søren Højsgaard (view profile)
curtailment
Finds Binary Outcome Designs Using Stochastic Curtailment
Finds single- and two-arm designs using stochastic curtailment, as described by Law et al. (2022) ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Martin Law (view profile)
roxygen2
In-Line Documentation for R
Generate your Rd documentation, 'NAMESPACE' file, and
collation field using specially formatted com ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Hadley Wickham (view profile)
27,372
R Packages
233,548
Dependencies
72,820
Author Associations
27,205
Publication Badges
