Fit GLM's with High-Dimensional k-Way Fixed Effects
Analysis of Overdispersed Data
Asymmetric Price Transmission
Bayesian Inference for Marketing/Micro-Econometrics
Binary Choice Models with Fixed Effects
Bootstrap Functions (Originally by Angelo Canty for S)
Bayesian Model Averaging Library
Functions for the Book "An Introduction to the Bootstrap"
Bias Reduction in Binomial-Response Generalized Linear Models
A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests
Calculate Cluster-Robust p-Values and Confidence Intervals
Global Value Chains Tools
Spatial Stochastic Frontier Analysis
Global Value Chain Decomposition
Distributed-Lag Linear Structural Equation Models
Dynamic Linear Regression
Effect Displays for Linear, Generalized Linear, and Other Models
Fast Estimators for Design-Based Inference
Data Sets from "Forecasting with Exponential Smoothing"
Extreme Bounds Analysis (EBA)
Penn World Table (Versions 5.6, 6.x, 7.x)
Data Sets from "Forecasting: Methods and Applications" by Makridakis, ...
Stochastic Frontier Analysis
Exchange Rate Regime Analysis
Generalized Additive Models for Location Scale and Shape
Support Functions and Datasets for Venables and Ripley's MASS
Generalized Random Forests
Generalized Method of Moments and Generalized Empirical Likelihood
Multinomial Logit Models with Random Parameters
Estimation Methods for Gravity Models
Generalized Synthetic Control Method
High-Dimensional Metrics
Measuring Inequality, Concentration, and Poverty
Forecasting Functions for Time Series and Linear Models
Local Average Response Functions for Instrumental Variable Estimation ...
Feed-Forward Neural Networks and Multinomial Log-Linear Models
Interactive Interpretation of Linear Regression Models
Testing Linear Regression Models
Semiparametric Estimation of Stochastic Frontier Models
Maximum Entropy Bootstrap for Time Series
Microeconomic Analysis and Modelling
Demand Analysis with the Almost Ideal Demand System (AIDS)
Analysis with the Constant Elasticity of Substitution (CES) Function
Symmetric Normalized Quadratic Profit Function
Mixed Data Sampling Regression
Simulated Maximum Likelihood Estimation of Mixed Logit Models for Larg...
Multinomial Logit Models
Multi-Way Standard Error Clustering
Numerical Standard Errors Computation in R
Nonparametric Kernel Smoothing Methods for Mixed Data Types
Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effec...
Panel-Corrected Standard Error Estimation in R
Panel Data Econometrics with R
Panel Generalized Linear Models
Simple Bootstrap Routines
VAR Modelling
Spatial Probit Models
Political Science Computational Laboratory
Econometric Models for Spatial Panel Data
Robust Covariance Matrix Estimators
Synthetic Control Group Method for Comparative Case Studies
115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" ...
Estimating Systems of Simultaneous Equations
Discrete Choice (Binary, Poisson and Ordered) Models with Random Param...
Relative Distribution Methods
Spatial Regression Analysis
Spatial Seemingly Unrelated Regression Models
Randomization Tests
Beta Regression
Testing, Monitoring, and Dating Structural Changes
Structural Equation Models
Functions to Import Data from 'z-Tree' into R
Robust Estimation and Inference in Sample Selection Models
Sample Selection Models
Functions for Hierarchical Bayesian Estimation: A Flexible Approach
Penn World Table (Version 9.x)
Truncated Gaussian Regression Models
Penn World Table (Version 8.x)
Semi-Parametric Stein-Like Estimator with Instrumental Variables
Analysis of Stable Matchings
Two-Stage Difference-in-Differences Following Gardner (2021)
Treatment Effects with Multiple Periods and Groups
Estimating Fixed Effects Individual Slope Models
Goodman-Bacon Decomposition
Data from the M-Competitions
Bayesian Probit Choice Modeling
Quantile Regression
A Tidy Implementation of the Synthetic Control Method
Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Di...
Linear and Nonlinear Mixed Effects Models
Data Sets for Econometrics
Fitting the Multinomial Probit Model
Multiple Hurdle Tobit Models
Mixed GAM Computation Vehicle with Automatic Smoothness Estimation
Fast Fixed-Effects Estimations
Latent Variable Analysis
Analysis of RD Designs with Multiple Cutoffs or Scores
Generalized Estimating Equation Package
eXtensible Time Series
Survival Analysis
Tools for Choice Model Estimation and Application
Threshold Model and Unit Root Tests in Cross-Section and Time Series D...
Local Projections Impulse Response Functions
Unit Root and Cointegration Tests for Time Series Data
Censored Regression (Tobit) Models
Empirical Research in Economics with R
Time Series Analysis and Computational Finance
Sparse Linear Algebra
Tests of Non-Nested Models
Companion to Applied Regression
Advanced and Fast Data Transformation
Local Randomization Methods for RD Designs
Power Calculations for RD Designs
Time Series and Econometric Modeling
Fitting Linear Models with Endogenous Regressors using Latent Instrume...
Marginal Effects, Odds Ratios and Incidence Rate Ratios for GLMs
Predictions, Comparisons, Slopes, Marginal Means, and Hypothesis Tests
Manipulation Testing Based on Density Discontinuity
Moment Condition Based Estimation of Linear Dynamic Panel Data Models
General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Generalized Additive Models
Logit Models w/Preference & WTP Space Utility Parameterizations
Marginal Effects for Model Objects
Penalized Poisson Pseudo Maximum Likelihood Regression
Regression Models for Ordinal Data
Bayesian Model Averaging
Linear Group Fixed Effects
Vector Generalized Linear and Additive Models
Regression Models with Break-Points / Change-Points Estimation (with P...
Nonlinear Nonparametric Statistics
Nonlinear Time Series Models with Regime Switching
Summary Tables and Plots for Statistical Models and Data: Beautiful, C...
Generalized Linear Models Extended
Doubly Robust Difference-in-Differences Estimators
Build Panel Data Sets from PSID Raw Data
Inequality Measures for Weighted Data
S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered O...
Toolkit for Reduced Form and Structural Smooth Transition Vector Autor...
Applied Econometrics with R
Panel Vector Autoregression
Estimation of Spatial Autoregressive Models with and without Heteroske...
Censored Regression with Conditional Heteroscedasticity
Harrell Miscellaneous
Linear Mixed-Effects Models using 'Eigen' and S4
Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Correc...
Linear Models for Panel Data
Regression Modeling Strategies
Double Machine Learning in R
Robust Data-Driven Statistical Inference in Regression-Discontinuity D...