
This R package intends to make the estimation of linear panel models straightforward. It provides functions to estimate a wide variety of models= and to make (robust) inference.
The main functions to estimate models are: - plm: panel data estimators using lm on transformed data, - pgmm: generalized method of moments (GMM) estimation for panel data, - pvcm: variable coefficients models for panel data, - pmg: mean groups (MG), demeaned MG and common correlated effects (CCEMG) estimators.
Next to the model estimation functions, the package offers several functions for statistical tests related to panel data/models.
Multiple functions for (robust) variance-covariance matrices are at hand as well. The package also provides data sets to demonstrate functions and to replicate some text book/paper results.