The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

csdm: Cross-Sectional Dependence Models

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.

Version: 1.0.0
Depends: R (≥ 4.0.0)
Imports: MASS
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, kableExtra, xtsum, spelling
Published: 2026-02-20
DOI: 10.32614/CRAN.package.csdm
Author: Joao Claudio Macosso [aut, cre]
Maintainer: Joao Claudio Macosso <joaoclaudiomacosso at gmail.com>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: README, NEWS
CRAN checks: csdm results

Documentation:

Reference manual: csdm.html , csdm.pdf
Vignettes: Introduction to csdm (source, R code)

Downloads:

Package source: csdm_1.0.0.tar.gz
Windows binaries: r-devel: csdm_1.0.0.zip, r-release: csdm_1.0.0.zip, r-oldrel: csdm_1.0.0.zip
macOS binaries: r-release (arm64): csdm_1.0.0.tgz, r-oldrel (arm64): csdm_1.0.0.tgz, r-release (x86_64): csdm_1.0.0.tgz, r-oldrel (x86_64): csdm_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=csdm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.