phtt: Panel Data Analysis with Heterogeneous Time Trends
Version 3.1.2

The package provides estimation procedures for panel data with large dimensions n, T, and general forms of unobservable heterogeneous effects. Particularly, the estimation procedures are those of Bai (2009) and Kneip, Sickles, and Song (2012), which complement one another very well: both models assume the unobservable heterogeneous effects to have a factor structure. The method of Bai (2009) assumes that the factors are stationary, whereas the method of Kneip et al. (2012) allows the factors to be non-stationary. Additionally, the 'phtt' package provides a wide range of dimensionality criteria in order to estimate the number of the unobserved factors simultaneously with the remaining model parameters.

AuthorOualid Bada, Dominik Liebl
Date of publication2014-08-15 16:49:41
MaintainerDominik Liebl <r.packages.mail@gmail.com>
LicenseGPL-2
Version3.1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("phtt")

Popular man pages

Cigar: Cigarette Consumption
Eup: Eup-Routine
KSS: KSS-Routine
OptDim: Estimation of the Factor Dimension
panel_htt-package: Panel Data Analysis with Heterogeneous Time Trends
Simulated_KSS_Data_DGP1: Simulated Panel-Data Set with Polynomial Factor Structure and...
Simulated_KSS_Data_DGP2: Simulated Panel-Data Set with Polynomial Factor Structure and...
See all...

All man pages Function index File listing

Man pages

checkSpecif: Tests to check the model specifications
Cigar: Cigarette Consumption
Eup: Eup-Routine
KSS: KSS-Routine
OptDim: Estimation of the Factor Dimension
panel_htt-package: Panel Data Analysis with Heterogeneous Time Trends
Simulated_KSS_Data_DGP1: Simulated Panel-Data Set with Polynomial Factor Structure and...
Simulated_KSS_Data_DGP2: Simulated Panel-Data Set with Polynomial Factor Structure and...

Functions

Files

inst
inst/CITATION
inst/doc
inst/doc/phtt.Snw
inst/doc/phtt.pdf
inst/doc/phtt.R
NAMESPACE
data
data/Cigar.rda
data/DGP2.rda
data/DGP1.rda
R
R/FUN.Pformula.R
R/fpca.fit.R
R/AFactMod.R
R/FUN.with.trans.R
R/Eup.R
R/Eup.inference.R
R/pca.fit.R
R/KSS.methods.R
R/KSS.GCV.R
R/Eup.methods.R
R/FUN.add.eff.R
R/KSS.CV.R
R/KSS.R
R/OptDim.R
R/checkSpecification.R
vignettes
vignettes/phtt.Snw
vignettes/phtt.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/panel_htt-package.Rd
man/Eup.Rd
man/OptDim.Rd
man/Simulated_KSS_Data_DGP1.Rd
man/Simulated_KSS_Data_DGP2.Rd
man/Cigar.Rd
man/KSS.Rd
man/checkSpecif.Rd
phtt documentation built on May 19, 2017, 10:44 p.m.

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