OrthoPanels: Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

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

AuthorDavor Cubranic [aut], Mark Pickup [aut, cre], Paul Gustafson [aut], Geoffrey Evans [aut], Jonoska Stojkova Biljana [ctb]
MaintainerMark Pickup <mark.pickup@sfu.ca>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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OrthoPanels documentation built on June 9, 2022, 9:05 a.m.