simulation

The `simulation()` function enables to generate artificial data from an
AR(1) model with random coefficients.
The function is used in the package vignette.

Understanding the dynamics of potentially heterogeneous variables is important in statistical applications.
This package provides tools for estimating the degree of heterogeneity across cross-sectional units in the panel data analysis.
The methods are developed by Okui and Yanagi (2019) <doi:10.1016/j.jeconom.2019.04.036> and Okui and Yanagi (2020) <doi:10.1093/ectj/utz019>.

Takahide Yanagi

panelhetero

Panel Data Analysis with Heterogeneous Dynamics

Ryo Okui

Heejun Lee

simulation function

<dl><dt>N</dt>
<dd>The number of cross-sectional units</dd>
<dt>S</dt>
<dd>The length of time series</dd></dl>

Arguments

Generate artificial data — simulation

<dl>

<dt>N</dt>
<dd>The number of cross-sectional units</dd>


<dt>S</dt>
<dd>The length of time series</dd>

</dl>

simulation: Generate artificial data

Description

Usage

Value

Arguments

Examples