[R] dynamic panel data estimation

Jose Iparraguirre Jose.Iparraguirre at ageuk.org.uk
Mon Oct 22 11:09:55 CEST 2012

You can run dynamic panel data models with plm -see the package's vignette "Panel Data Econometrics in R: The plm Package" by Yves Croissant and Giovanni Millo (section 5.4)
Check Giovanni Petris, Sonia Petrone, Patrizia Campagnoli's monograph "Dynamic Linear Models with R" as well.
Hope this helps.


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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of mabonazel
Sent: 21 October 2012 12:20
To: r-help at r-project.org
Subject: Re: [R] dynamic panel data estimation

yes, can you use the (plm) package for panel data estimation in general
but, i not know a package for dynamic panel data models 

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