[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.

José


José Iparraguirre
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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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