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OrthoPanels (version 0.9-1)

Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

Description

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.

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Install

install.packages('OrthoPanels')

Monthly Downloads

387

Version

0.9-1

License

GPL (>= 3)

Maintainer

Last Published

October 27th, 2015

Functions in OrthoPanels (0.9-1)