Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects
Caterpillar Plots of opm Model Parameters
Caterpillar Plots of long run effects based on opm Model Parameters
Credible Intervals for Model Parameters
Deviance Information Criterion (DIC)
Histogram of an opm Object
Long run effects based on the opm Model Parameters
Fitting orthogonal panel models
OrthoPanels: Orthogonalized Panel Model
Returns the posterior density
Plot Method for an opm Object
Posterior Sample Quantiles
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.