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 13:16:37
MaintainerDominik Liebl <r.packages.mail@gmail.com>
LicenseGPL-2
Version3.1.2
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("phtt", repos="http://R-Forge.R-project.org")

Popular 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...
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

AFactMod Source code
B.OptDim Source code
Cigar Man page
DGP1 Man page
DGP2 Man page
EstDim Source code
Eup Man page Source code
Eup.default Man page Source code
Eup.inference Source code
FUN.Eup Source code
FUN.Pformula Source code
FUN.add.eff Source code
FUN.iterate.GCV Source code
FUN.with.trans Source code
KSS Man page Source code
KSS.CV Source code
KSS.OptDim Source code
KSS.default Man page Source code
KSS.dim.opt Source code
O.OptDim Source code
OptDim Man page Source code
OptDim.default Man page Source code
RH.OptDim Source code
RH.dim.opt Source code
WithTrans Source code
abc.OptDim Source code
bai.dim.opt Source code
checkSpecif Man page Source code
checkSpecification Man page
coef.Eup Source code
coef.KSS Source code
coef.summary.Eup Source code
fpca.fit Source code
fsvd.pca Source code
is.regular.panel Source code
onatski.dim.opt Source code
pca.fit Source code
phtt Man page
phtt-package Man page
plot.OptDim Source code
plot.summary.Eup Source code
plot.summary.KSS Source code
print.Eup Source code
print.KSS Source code
print.OptDim Source code
print.checkSpecif Source code
print.summary.Eup Source code
print.summary.KSS Source code
restrict.pca Source code
standardize Source code
summary.Eup Source code
summary.KSS Source code
summary.OptDim Source code
svd.pca Source code

Files

DESCRIPTION
NAMESPACE
R
R/AFactMod.R
R/Eup.R
R/Eup.inference.R
R/Eup.methods.R
R/FUN.Pformula.R
R/FUN.add.eff.R
R/FUN.with.trans.R
R/KSS.CV.R
R/KSS.GCV.R
R/KSS.R
R/KSS.methods.R
R/OptDim.R
R/checkSpecification.R
R/fpca.fit.R
R/pca.fit.R
build
build/vignette.rds
data
data/Cigar.rda
data/DGP1.rda
data/DGP2.rda
inst
inst/CITATION
inst/doc
inst/doc/phtt.R
inst/doc/phtt.Snw
inst/doc/phtt.pdf
inst/doc/phtt_Guide.pdf
man
man/Cigar.Rd
man/Eup.Rd
man/KSS.Rd
man/OptDim.Rd
man/Simulated_KSS_Data_DGP1.Rd
man/Simulated_KSS_Data_DGP2.Rd
man/checkSpecif.Rd
man/panel_htt-package.Rd
vignettes
vignettes/phtt.Snw
vignettes/phtt.bib
phtt documentation built on May 21, 2017, 3:27 a.m.

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