[R] dynamic panel data with weight

Bert Gunter bgunter@4567 @end|ng |rom gm@||@com
Sat Jun 26 16:11:50 CEST 2021


Have you looked here?
https://cran.r-project.org/web/views/Econometrics.html

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Sat, Jun 26, 2021 at 1:34 AM John <miaojpm using gmail.com> wrote:

> Hi,
>
>    I would like to conduct estimation for dynamic panel data with weight in
> order to account for the importance of each observation. Is there any
> package that can do it?
>
>    To my knowledge, there are two packages that are closest to my goal, but
> they do not do it. (Correct me if I am wrong)
>
> 1. plm -- panel data estimation; the latest version can account for weight,
> but no "dynamic"
>
> 2. pdynmc -- dynamic panel data, but no weight
>
>    Thanks,
>
> J
>
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>
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