Implements the orthogonal reparameterization approach recommended by Lancaster (2002) to estimate dynamic panel models with fixed effects (and optionally: panel specific intercepts). The approach uses a likelihood-based estimator and produces estimates that are asymptotically unbiased as N goes to infinity, with a T as low as 2.

Documentation

Manual: OrthoPanels.pdf
Vignette: Introduction to _OrthoPanels_

Maintainer: Davor Cubranic <cubranic at stat.ubc.ca>

Author(s): Davor Cubranic*, Mark Pickup*, Paul Gustafson*, Geoffrey Evans*

Install package and any missing dependencies by running this line in your R console:

install.packages("OrthoPanels")

Depends R (>= 3.1.0)
Imports MASS
Suggests testthat, knitr
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Package OrthoPanels
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Version 1.1-0
Published 2016-11-11
License GPL (>= 3)
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NeedsCompilation no
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CRAN checks OrthoPanels check results
Package source OrthoPanels_1.1-0.tar.gz