PooledMeanGroup1.0 package

Pooled Mean Group Estimation of Dynamic Heterogenous Panels

BGtest

BGtest

ConoverMulti

ConoverMulti

DiffPanel

DiffPanel

GQtest

GQtest

JBtest

JBtest

LagPanel

LagPanel

optimPMG

optimPMG

PanelNaOmit

PanelNaOmit

PMG

PMG

PooledMeanGroup-package

tools:::Rd_package_title("PooledMeanGroup")

Download source packageRead PDF manual

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>.