PooledMeanGroup: Pooled Mean Group Estimation of Dynamic Heterogenous Panels

Calculates the pooled mean group (PMG) estimator for dynamic panel data models, as described by Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>.

Package details

AuthorPiotr Zientara [aut], Lech Kujawski [aut, cre]
MaintainerLech Kujawski <[email protected]>
LicenseGPL (>= 2)
URL https://www.r-project.org
Package repositoryView on CRAN
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PooledMeanGroup documentation built on Dec. 14, 2017, 5:22 p.m.