Cross--sectional correlation matrix
Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
Chamberlain estimator and test for fixed effects
Functions to detect linear dependence
Employment and Wages in Spain
Production of Rice in Indonesia
Crime in North Carolina
Panel Data of Individual Wages
The Penn World Table, v. 5
Extract the Fixed Effects
Estimation of the error components
Check if data are balanced
model.frame and model.matrix for panel data
Make data consecutive (and, optionally, also balanced)
Make data balanced
Arellano--Bond test of Serial Correlation
Check if an object is a pseries
Tests of cross-section dependence for panel models
Common Correlated Effects estimators
Check for the presence of an intercept in a formula or in a fitted
model
Check if time periods are consecutive
Breusch--Godfrey Test for Panel Models
Baltagi and Li Serial Dependence Test For Random Effects Models
data.frame for panel data
Extract the indexes of panel data
Extract Total Number of Observations Used in Estimated Panelmodel
Durbin--Watson Test for Panel Models
Check for Cross-Sectional and Time Variation
F Test for Individual and/or Time Effects
General FGLS Estimators
Variable Coefficients Models for Panel Data
Hausman--Taylor Estimator for Panel Data
Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
Generalized Method of Moments (GMM) Estimation for Panel Data
lag, lead, and diff for panel data
Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel
Models
Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier
Tests for Panel Models and Joint Test by Baltagi and Li
Hausman Test for Panel Models
Extract the Random Effects
NEWE:WEST:87;textualplm Robust Covariance Matrix
Estimator
R squared and adjusted R squared for panel models
Robust Covariance Matrix Estimators
Measures for Unbalancedness of Panel Data
Unit root tests for panel data
Check for the Dimensions of the Panel
Deprecated functions of plm
plm package: linear models for panel data
Panel Data Estimators
Lagrange FF Multiplier Tests for Panel Models
Panel estimators for limited dependent variables
Chamberlain estimator and test for fixed effects
Test of Poolability
panel series
DRIS:KRAA:98;textualplm Robust Covariance Matrix
Estimator
Hansen--Sargan Test of Overidentifying Restrictions
Functions exported from other packages
Summary for plm objects
Double-Clustering Robust Covariance Matrix Estimator
Beck and Katz Robust Covariance Matrix Estimators
Overall Intercept for Within Models Along its Standard Error
Generic Lego building block for Robust Covariance Matrix Estimators
A function to extract the model.response
Mean Groups (MG), Demeaned MG and CCE MG estimators
Wooldridge first--difference--based test for AR(1) errors in levels
or first--differenced panel models
Wooldridge's Test for Unobserved Effects in Panel Models
Wald-style Chi-square Test and F Test
Wooldridge Test for AR(1) Errors in FE Panel Models
Wages and Hours Worked
Wages and Education of Young Males
Purchasing Power Parity and other parity relationships
US States Production
Employment and Wages in the United Kingdom
Cigarette Consumption
Grunfeld's Investment Data
Gasoline Consumption
Hedonic Prices of Census Tracts in the Boston Area