Pdynmc - An R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions
Year of publication: |
2019
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Authors: | Fritsch, Markus ; Pua, Andrew Adrian Yu ; Schnurbus, Joachim |
Publisher: |
Passau : Universität Passau, Wirtschaftswissenschaftliche Fakultät |
Subject: | panel data | linear dynamic model | generalized method of moments | linear moment conditions | nonlinear moment conditions | R |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1678189383 [GVK] hdl:10419/204584 [Handle] RePEc:zbw:upadbr:B3919 [RePEc] |
Classification: | C23 - Models with Panel Data ; C87 - Econometric Software |
Source: |
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Fritsch, Markus, (2019)
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Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions
Pua, Andrew Adrian Yu, (2019)
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Practical aspects of using quadratic moment conditions in linear dynamic panel data models
Pua, Andrew Adrian Yu, (2019)
- More ...
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Revisiting habits and heterogeneity in demands
Fritsch, Markus, (2019)
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Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions
Pua, Andrew Adrian Yu, (2019)
-
Practical aspects of using quadratic moment conditions in linear dynamic panel data models
Pua, Andrew Adrian Yu, (2019)
- More ...