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", "0.9.11")



Attach the package and use:
library("pdynmc")
Maintained by
Markus Fritsch
[Scholar Profile | Author Map]
All associated links for this package
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 0.9.11, https://cran.r-project.org/web/packages/pdynmc. Accessed 30 Jan. 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)
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

convertid  
Convert Gene IDs Between Each Other and Fetch Annotations from Biomart
Gene Symbols or Ensembl Gene IDs are converted using the Bimap interface in 'AnnotationDbi' in conve ...
Download / Learn more Package Citations See dependency  
cinaR  
A Computational Pipeline for Bulk 'ATAC-Seq' Profiles
Differential analyses and Enrichment pipeline for bulk 'ATAC-seq' data analyses. This package combi ...
Download / Learn more Package Citations See dependency  
fastmit  
Fast Mutual Information Based Independence Test
A mutual information estimator based on k-nearest neighbor method proposed by A. Kraskov, et al. (20 ...
Download / Learn more Package Citations See dependency  
GGMncv  
Gaussian Graphical Models with Nonconvex Regularization
Estimate Gaussian graphical models with nonconvex penalties , including ...
Download / Learn more Package Citations See dependency  
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  
WtTopsis  
Weighted Method for Multiple-Criteria Decision Making
Evaluation of alternatives based on multiple criteria using weighted technique for Order preference ...
Download / Learn more Package Citations See dependency  

23,580

R Packages

204,057

Dependencies

63,980

Author Associations

23,581

Publication Badges

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