Moment Condition Based Estimation of Linear Dynamic Panel Data Models

[Up] [Top]

Documentation for package ‘pdynmc’ version 0.9.11

Help Pages

ABdata Employment, wages, capital, and output for companies based in the UK
case.names.pdynmc Case and Variable Names of Fitted Model.
cigDemand Cigarette consumption in the US
coef.pdynmc Extract Coefficient Estimates of Fitted Model.
data.info Show Basic Structure of Panel Dataset.
dummy.coef.pdynmc Extract Coefficient Estimates of Time Dummies of Fitted Model.
FDLS First Difference Least Squares (FDLS) Estimator of Han and Phillips (2010).
fitted.pdynmc Extract Fitted Values of Fitted Model.
jtest.fct Hansen J-Test.
model.matrix.pdynmc Extract Instrument Matrix of Fitted Model.
mtest.fct Arellano and Bond Serial Correlation Test.
ninst Extract Instrument Count of Fitted Model.
ninst.pdynmc Extract Instrument Count of Fitted Model.
NLIV Nonlinear Instrumental Variables Estimator - T-Version (NLIV).
NLIV.alt Nonlinear Instrumental Variables Estimator - t-Version (NLIV.alt).
nobs.pdynmc Extract Number of Observations of Fitted Model.
optimIn Extract Input Parameters of Numeric Optimization of Fitted Model.
optimIn.pdynmc Extract Input Parameters of Numeric Optimization of Fitted Model.
package-pdynmc pdynmc: A package for moment conditions based estimation of linear dynamic panel data models
pDensTime.plot Plot Empirical Density of a Column of a Panel Dataset over Time.
pdynmc Generalized Method of Moments (GMM) Estimation of Linear Dynamic Panel Data Models.
plot.pdynmc Plot Coefficient Estimates and Corresponding Ranges of Fitted Model.
print.pdynmc Print Fitted Model Object.
print.summary.pdynmc Print Summary of Fitted Model Object.
residuals.pdynmc Extract Residuals of Fitted Model.
strucUPD.plot Plot on Structure of Unbalanced Panel Dataset.
summary.pdynmc Summary for Fitted Model Object.
variable.names.pdynmc Extract Names of Explanatory Variables of Fitted Model.
vcov.pdynmc Extract Variance Covariance Matrix of Fitted Model.
wald.fct Wald Test.
wmat Extract Weighting Matrix of Fitted Model.
wmat.pdynmc Extract Weighting Matrix of Fitted Model.