Wages and Hours Worked
Wages and Education of Young Males
Production of Rice in Indonesia
The Penn World Table, v. 5
Make data balanced
Panel Data of Individual Wages
Make data consecutive (and, optionally, also balanced)
Cross--sectional correlation matrix
Gasoline Consumption
Check if an object is a pseries
lag, lead, and diff for panel data
Functions to detect linear dependence
Estimation of the error components
Employment and Wages in the United Kingdom
Extract the Fixed Effects
Breusch--Godfrey Test for Panel Models
Employment and Wages in Spain
Check for the presence of an intercept in a formula or in a fitted
model
Extract the indexes of panel data
data.frame for panel data
Check for the Dimensions of the Panel
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
Arellano--Bond Test of Serial Correlation
model.frame and model.matrix for panel data
Chamberlain estimator and test for fixed effects
Baltagi and Li Serial Dependence Test For Random Effects Models
Deprecated functions of plm
plm package: linear models for panel data
US States Production
Variable Coefficients Models for Panel Data
Check for Cross-Sectional and Time Variation
Purchasing Power Parity and other parity relationships
Common Correlated Effects estimators
Tests of cross-section dependence for panel models
Generalized Method of Moments (GMM) Estimation for Panel Data
Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
Angrist and Newey's version of Chamberlain test for fixed effects
Panel estimators for limited dependent variables
General FGLS Estimators
Durbin--Watson Test for Panel Models
Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
Mean Groups (MG), Demeaned MG and CCE MG estimators
A function to extract the model.response
Check if time periods are consecutive
Extract Total Number of Observations Used in Estimated Panelmodel
Check if data are balanced
F Test for Individual and/or Time Effects
panel series
Wald-style Chi-square Test and F Test
Test of Poolability
Wooldridge Test for AR(1) Errors in FE Panel Models
Hansen--Sargan Test of Overidentifying Restrictions
Functions exported from other packages
Generic Lego building block for Robust Covariance Matrix Estimators
Double-Clustering Robust Covariance Matrix Estimator
Panel Data Estimators
Lagrange FF Multiplier Tests for Panel Models
Wooldridge's Test for Unobserved Effects in Panel Models
Robust Covariance Matrix Estimators
Wooldridge first--difference--based test for AR(1) errors in levels
or first--differenced panel models
Newey and West (1987) Robust Covariance Matrix Estimator
Hausman Test for Panel Models
R squared and adjusted R squared for panel models
Hausman--Taylor Estimator for Panel Data
Unit root tests for panel data
Measures for Unbalancedness of Panel Data
Extract the Random Effects
Beck and Katz Robust Covariance Matrix Estimators
Overall Intercept for Within Models Along its Standard Error
Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
Summary for plm objects
Hedonic Prices of Census Tracts in the Boston Area
Crime in North Carolina
Grunfeld's Investment Data
Cigarette Consumption