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.

Author | Oualid Bada, Dominik Liebl |

Date of publication | 2014-08-15 13:16:37 |

Maintainer | Dominik Liebl <r.packages.mail@gmail.com> |

License | GPL-2 |

Version | 3.1.2 |

**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...

phtt/DESCRIPTION

phtt/NAMESPACE

phtt/R

phtt/R/AFactMod.R
phtt/R/Eup.R
phtt/R/Eup.inference.R
phtt/R/Eup.methods.R
phtt/R/FUN.Pformula.R
phtt/R/FUN.add.eff.R
phtt/R/FUN.with.trans.R
phtt/R/KSS.CV.R
phtt/R/KSS.GCV.R
phtt/R/KSS.R
phtt/R/KSS.methods.R
phtt/R/OptDim.R

phtt/R/checkSpecification.R
phtt/R/fpca.fit.R
phtt/R/pca.fit.R
phtt/build

phtt/build/vignette.rds

phtt/data

phtt/data/Cigar.rda

phtt/data/DGP1.rda

phtt/data/DGP2.rda

phtt/inst

phtt/inst/CITATION

phtt/inst/doc

phtt/inst/doc/phtt.R

phtt/inst/doc/phtt.Snw

phtt/inst/doc/phtt.pdf

phtt/inst/doc/phtt_Guide.pdf

phtt/man

phtt/man/Cigar.Rd
phtt/man/Eup.Rd
phtt/man/KSS.Rd
phtt/man/OptDim.Rd
phtt/man/Simulated_KSS_Data_DGP1.Rd
phtt/man/Simulated_KSS_Data_DGP2.Rd
phtt/man/checkSpecif.Rd
phtt/man/panel_htt-package.Rd
phtt/vignettes

phtt/vignettes/phtt.Snw

phtt/vignettes/phtt.bib

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