OrthoPanels: Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

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.

Version: 1.1-0
Depends: R (≥ 3.1.0)
Imports: MASS
Suggests: testthat, knitr
Published: 2016-11-11
Author: Davor Cubranic [aut, cre], Mark Pickup [aut], Paul Gustafson [aut], Geoffrey Evans [aut]
Maintainer: Davor Cubranic <cubranic at stat.ubc.ca>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: NEWS
In views: Econometrics
CRAN checks: OrthoPanels results


Reference manual: OrthoPanels.pdf
Vignettes: Introduction to _OrthoPanels_
Package source: OrthoPanels_1.1-0.tar.gz
Windows binaries: r-devel: OrthoPanels_1.1-0.zip, r-release: OrthoPanels_1.1-0.zip, r-oldrel: OrthoPanels_1.1-0.zip
OS X binaries: r-release: OrthoPanels_1.1-0.tgz, r-oldrel: OrthoPanels_1.1-0.tgz
Old sources: OrthoPanels archive


Please use the canonical form https://CRAN.R-project.org/package=OrthoPanels to link to this page.