| PooledMeanGroup-package {PooledMeanGroup} | R Documentation |
Pooled Mean Group Estimation of Dynamic Heterogenous Panels
Description
Calculates the pool mean group (PMG) estimator for dynamic panel data models, as described by Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>. This estimator enables the intercepts, short-run coefficient and error variances to differ freely across groups, but restricts the long-run coefficients to being equal. Additionally, it allows the numbers of time series observations to differ freely across groups. This software also performs diagnostic tests of error terms, such as autocorrelation, heteroscedasticity and normality. Calculates the pooled mean group (PMG) estimator for dynamic panel data models, as described by Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>.
Details
The DESCRIPTION file:
| Package: | PooledMeanGroup |
| Version: | 1.0 |
| Date: | 2017-12-13 |
| Title: | Pooled Mean Group Estimation of Dynamic Heterogenous Panels |
| Authors@R: | c(person("Piotr", "Zientara", role="aut", email="zientara@fest.pl"), person("Lech", "Kujawski", role=c("aut", "cre"), email = "lech.kujawski@ug.edu.pl")) |
| Author: | Piotr Zientara [aut], Lech Kujawski [aut, cre] |
| Maintainer: | Lech Kujawski <lech.kujawski@ug.edu.pl> |
| Depends: | R (>= 3.2.3) |
| Description: | Calculates the pooled mean group (PMG) estimator for dynamic panel data models, as described by Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>. |
| License: | GPL (>= 2) |
| URL: | https://www.r-project.org |
Index of help topics:
BGtest BGtest
ConoverMulti ConoverMulti
DataExp DataExp
DiffPanel DiffPanel
GQtest GQtest
JBtest JBtest
LagPanel LagPanel
PMG PMG
PanelNaOmit PanelNaOmit
PooledMeanGroup-package
Pooled Mean Group Estimation of Dynamic
Heterogenous Panels
optimPMG optimPMG
Author(s)
Lech Kujawski, Piotr Zientara Piotr Zientara [aut], Lech Kujawski [aut, cre]
Maintainer: Lech Kujawski <lech.kujawski@ug.edu.pl>
References
Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>