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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.
Package details |
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Author | Davor Cubranic [aut], Mark Pickup [aut, cre], Paul Gustafson [aut], Geoffrey Evans [aut], Jonoska Stojkova Biljana [ctb] |
Maintainer | Mark Pickup <mark.pickup@sfu.ca> |
License | GPL (>= 3) |
Version | 1.2-4 |
Package repository | View on CRAN |
Installation |
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