cortab

Computes the cross--sectional correlation matrix

htest

A set of estimators for models and (robust) covariance matrices, and tests for panel data
econometrics, including within/fixed effects, random effects, between, first-difference,
nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models,
panel generalized method of moments (GMM) and general FGLS models,
mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators
with common factors, variable coefficients and limited dependent variables models.
Test functions include model specification, serial correlation, cross-sectional dependence,
panel unit root and panel Granger (non-)causality. Typical references are general econometrics
text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>),
Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018),
Panel Data Econometrics with R (<doi:10.1002/9781119504641>).

Kevin Tappe

Linear Models for Panel Data

Yves Croissant

Giovanni Millo

Ott Toomet

Christian Kleiber

Achim Zeileis

Arne Henningsen

Liviu Andronic

Nina Schoenfelder

cortab function

<dl><dt>x</dt>
<dd>an object of class <code>pseries</code></dd>
<dt>grouping</dt>
<dd>grouping variable,</dd>
<dt>groupnames</dt>
<dd>a character vector of group names,</dd>
<dt>value</dt>
<dd>to complete,</dd>
<dt>...</dt>
<dd>further arguments.</dd></dl>

Arguments

Cross--sectional correlation matrix — cortab

<dl>

<dt>x</dt>
<dd>an object of class <code>pseries</code></dd>


<dt>grouping</dt>
<dd>grouping variable,</dd>


<dt>groupnames</dt>
<dd>a character vector of group names,</dd>


<dt>value</dt>
<dd>to complete,</dd>


<dt>...</dt>
<dd>further arguments.</dd>

</dl>

Cross--sectional correlation matrix

cortab: Cross--sectional correlation matrix

Description

Usage

Value

Arguments

Examples