Other packages > Find by keyword >

pdynmc  

Moment Condition Based Estimation of Linear Dynamic Panel Data Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("pdynmc", "0.9.12")



Attach the package and use:
library("pdynmc")
Maintained by
Markus Fritsch
[Scholar Profile | Author Map]
First Published: 2020-02-01
Latest Update: 2023-11-24
Description:
Linear dynamic panel data modeling based on linear and nonlinear moment conditions as proposed by Holtz-Eakin, Newey, and Rosen (1988) , Ahn and Schmidt (1995) , and Arellano and Bover (1995) . Estimation of the model parameters relies on the Generalized Method of Moments (GMM), numerical optimization (when nonlinear moment conditions are employed) and the computation of closed form solutions (when estimation is based on linear moment conditions). One-step, two-step and iterated estimation is available. For inference and specification testing, Windmeijer (2005) and doubly corrected standard errors (Hwang, Kang, Lee, 2021 ) are available. Additionally, serial correlation tests, tests for overidentification, and Wald tests are provided. Functions for visualizing panel data structures and modeling results obtained from GMM estimation are also available. The plot methods include functions to plot unbalanced panel structure, coefficient ranges and coefficient paths across GMM iterations (the latter is implemented according to the plot shown in Hansen and Lee, 2021 ). For a more detailed description of the functionality, please see Fritsch, Pua, Schnurbus (2021) .
How to cite:
Markus Fritsch (2020). pdynmc: Moment Condition Based Estimation of Linear Dynamic Panel Data Models. R package version 0.9.12, https://cran.r-project.org/web/packages/pdynmc. Accessed 11 Apr. 2025.
Previous versions and publish date:
0.8.0 (2020-02-01 11:40), 0.9.0 (2020-05-07 12:30), 0.9.1 (2020-07-27 01:10), 0.9.2 (2020-09-17 01:10), 0.9.3 (2020-12-05 00:40), 0.9.4 (2021-06-14 15:50), 0.9.5 (2021-08-13 16:00), 0.9.6 (2021-10-14 15:00), 0.9.7 (2022-03-24 23:00), 0.9.8 (2022-08-30 18:40), 0.9.9 (2023-06-06 14:30), 0.9.10 (2023-11-24 23:10), 0.9.11 (2024-07-12 17:30)
Other packages that cited pdynmc R package
View pdynmc citation profile
Other R packages that pdynmc depends, imports, suggests or enhances
Complete documentation for pdynmc
Downloads during the last 30 days
03/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/09Downloads for pdynmc1520253035404550556065TrendBars

Today's Hot Picks in Authors and Packages

Rwtss  
Client for Web Time-Series Service
Allows remote access to satellite image time series provided by the web time series service (WTSS) ...
Download / Learn more Package Citations See dependency  
extrafrail  
Estimation and Additional Tools for Alternative Shared Frailty Models
Provide estimation and data generation tools for some new multivariate frailty models. This version ...
Download / Learn more Package Citations See dependency  
GenAlgo  
Classes and Methods to Use Genetic Algorithms for Feature Selection
Defines classes and methods that can be used to implement genetic algorithms for feature selection. ...
Download / Learn more Package Citations See dependency  
multIntTestFunc  
Provides Test Functions for Multivariate Integration
Provides implementations of functions that can be used to test multivariate integration routines. T ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA