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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 |
| DOI: | 10.32614/CRAN.package.OrthoPanels |
| 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 |
| Reference manual: | OrthoPanels.pdf |
| Vignettes: |
Introduction to _OrthoPanels_ |
| Package source: | OrthoPanels_1.2-4.tar.gz |
| Windows binaries: | r-devel: OrthoPanels_1.2-4.zip, r-release: OrthoPanels_1.2-4.zip, r-oldrel: OrthoPanels_1.2-4.zip |
| macOS binaries: | r-release (arm64): OrthoPanels_1.2-4.tgz, r-oldrel (arm64): OrthoPanels_1.2-4.tgz, r-release (x86_64): OrthoPanels_1.2-4.tgz, r-oldrel (x86_64): OrthoPanels_1.2-4.tgz |
| Old sources: | OrthoPanels archive |
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