Econometrics - CRAN Task View

AER

Applied Econometrics with R

Version 1.2-12

alpaca

Fit GLM's with High-Dimensional k-Way Fixed Effects

Version 0.3.4

aod

Analysis of Overdispersed Data

Version 1.3.3

apt

Asymmetric Price Transmission

Version 3.0

bayesm

Bayesian Inference for Marketing/Micro-Econometrics

Version 3.1-6

bife

Binary Choice Models with Fixed Effects

Version 0.7.2

boot

Bootstrap Functions (Originally by Angelo Canty for S)

Version 1.3-30

BMA

Bayesian Model Averaging

Version 3.18.17

BMS

Bayesian Model Averaging Library

Version 0.3.5

bootstrap

Functions for the Book "An Introduction to the Bootstrap"

Version 2019.6

brglm

Bias Reduction in Binomial-Response Generalized Linear Models

Version 0.7.2

CADFtest

A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

Version 0.3-3

car

Companion to Applied Regression

Version 3.1-2

clusterSEs

Calculate Cluster-Robust p-Values and Confidence Intervals

Version 2.6.5

gvc

Global Value Chains Tools

Version 6.4.0

crch

Censored Regression with Conditional Heteroscedasticity

Version 1.1-2

ssfa

Spatial Stochastic Frontier Analysis

Version 1.2.2

decompr

Global Value Chain Decomposition

Version 6.4.0

dlsem

Distributed-Lag Linear Structural Equation Models

Version 2.4.6

dynlm

Dynamic Linear Regression

Version 0.3-6

effects

Effect Displays for Linear, Generalized Linear, and Other Models

Version 4.2-2

erer

Empirical Research in Economics with R

Version 3.1

estimatr

Fast Estimators for Design-Based Inference

Version 1.0.4

expsmooth

Data Sets from "Forecasting with Exponential Smoothing"

Version 2.3

ExtremeBounds

Extreme Bounds Analysis (EBA)

Version 0.1.7

pwt

Penn World Table (Versions 5.6, 6.x, 7.x)

Version 7.1-1

fma

Data Sets from "Forecasting: Methods and Applications" by Makridakis, ...

Version 2.5

frontier

Stochastic Frontier Analysis

Version 1.1-8

fxregime

Exchange Rate Regime Analysis

Version 1.0-4

gam

Generalized Additive Models

Version 1.22-3

gamlss

Generalized Additive Models for Location Scale and Shape

Version 5.4-22

MASS

Support Functions and Datasets for Venables and Ripley's MASS

Version 7.3-61

grf

Generalized Random Forests

Version 2.3.2

glmx

Generalized Linear Models Extended

Version 0.2-0

gmm

Generalized Method of Moments and Generalized Empirical Likelihood

Version 1.8

gmnl

Multinomial Logit Models with Random Parameters

Version 1.1-3.2

gravity

Estimation Methods for Gravity Models

Version 1.1

gsynth

Generalized Synthetic Control Method

Version 1.2.1

hdm

High-Dimensional Metrics

Version 0.3.2

ineq

Measuring Inequality, Concentration, and Poverty

Version 0.2-13

LARF

Local Average Response Functions for Instrumental Variable Estimation ...

Version 1.4

nnet

Feed-Forward Neural Networks and Multinomial Log-Linear Models

Version 7.3-19

lfe

Linear Group Fixed Effects

Version 3.0-0

LinRegInteractive

Interactive Interpretation of Linear Regression Models

Version 0.3-3

lmtest

Testing Linear Regression Models

Version 0.9-40

Matrix

Sparse and Dense Matrix Classes and Methods

Version 1.7-0

meboot

Maximum Entropy Bootstrap for Time Series

Version 1.4-9.4

mfx

Marginal Effects, Odds Ratios and Incidence Rate Ratios for GLMs

Version 1.2-2

mgcv

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Version 1.9-1

micEcon

Microeconomic Analysis and Modelling

Version 0.6-18

micEconAids

Demand Analysis with the Almost Ideal Demand System (AIDS)

Version 0.6-20

micEconCES

Analysis with the Constant Elasticity of Substitution (CES) Function

Version 1.0-2

micEconSNQP

Symmetric Normalized Quadratic Profit Function

Version 0.6-10

midasr

Mixed Data Sampling Regression

Version 0.8

mixl

Simulated Maximum Likelihood Estimation of Mixed Logit Models for Larg...

Version 1.3.4

mlogit

Multinomial Logit Models

Version 1.1-1

multiwayvcov

Multi-Way Standard Error Clustering

Version 1.2.3

nse

Numerical Standard Errors Computation in R

Version 1.21

pampe

Implementation of the Panel Data Approach Method for Program Evaluatio...

Version 1.1.2

np

Nonparametric Kernel Smoothing Methods for Mixed Data Types

Version 0.60-17

ordinal

Regression Models for Ordinal Data

Version 2023.12-4

OrthoPanels

Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effec...

Version 1.2-4

panelvar

Panel Vector Autoregression

Version 0.5.5

pco

Panel Cointegration Tests

Version 1.0.1

pcse

Panel-Corrected Standard Error Estimation in R

Version 1.9.1.1

pder

Panel Data Econometrics with R

Version 1.0-2

pglm

Panel Generalized Linear Models

Version 0.2-3

simpleboot

Simple Bootstrap Routines

Version 1.1-8

vars

VAR Modelling

Version 1.6-1

spatialprobit

Spatial Probit Models

Version 1.0.4

tsDyn

Nonlinear Time Series Models with Regime Switching

Version 11.0.4.1

pscl

Political Science Computational Laboratory

Version 1.5.9

rddensity

Manipulation Testing Based on Density Discontinuity

Version 2.5

splm

Econometric Models for Spatial Panel Data

Version 1.6-5

sandwich

Robust Covariance Matrix Estimators

Version 3.1-0

rdrobust

Robust Data-Driven Statistical Inference in Regression-Discontinuity D...

Version 2.2

rdmulti

Analysis of RD Designs with Multiple Cutoffs or Scores

Version 1.1

Synth

Synthetic Control Group Method for Comparative Case Studies

Version 1.1-8

wooldridge

115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" ...

Version 1.4-3

wINEQ

Inequality Measures for Weighted Data

Version 1.2.0

zoo

S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered O...

Version 1.8-12

systemfit

Estimating Systems of Simultaneous Equations

Version 1.1-30

Rchoice

Discrete Choice (Binary, Poisson and Ordered) Models with Random Param...

Version 0.3-6

reldist

Relative Distribution Methods

Version 1.7-2

penppml

Penalized Poisson Pseudo Maximum Likelihood Regression

Version 0.2.3

spsur

Spatial Seemingly Unrelated Regression Models

Version 1.0.2.5

RATest

Randomization Tests

Version 0.1.10

rdlocrand

Local Randomization Methods for RD Designs

Version 1.0

rdpower

Power Calculations for RD Designs

Version 2.2

strucchange

Testing, Monitoring, and Dating Structural Changes

Version 1.5-3

sem

Structural Equation Models

Version 3.1-15

sphet

Estimation of Spatial Autoregressive Models with and without Heteroske...

Version 2.0

zTree

Functions to Import Data from 'z-Tree' into R

Version 1.0.7

ssmrob

Robust Estimation and Inference in Sample Selection Models

Version 1.0

sampleSelection

Sample Selection Models

Version 1.2-12

wbstats

Programmatic Access to Data and Statistics from the World Bank API

Version 1.0.4

spatialreg

Spatial Regression Analysis

Version 1.3-4

RSGHB

Functions for Hierarchical Bayesian Estimation: A Flexible Approach

Version 1.2.2

pwt9

Penn World Table (Version 9.x)

Version 9.1-0

truncreg

Truncated Gaussian Regression Models

Version 0.2-5

semsfa

Semiparametric Estimation of Stochastic Frontier Models

Version 1.1

pwt8

Penn World Table (Version 8.x)

Version 8.1-1

rdd

Regression Discontinuity Estimation

Version 0.57

SteinIV

Semi-Parametric Stein-Like Estimator with Instrumental Variables

Version 0.1-1

ivreg

Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Di...

Version 0.6-3

etwfe

Extended Two-Way Fixed Effects

Version 0.4.0

logitr

Logit Models w/Preference & WTP Space Utility Parameterizations

Version 1.1.1

matchingMarkets

Analysis of Stable Matchings

Version 1.0-4

lpirfs

Local Projections Impulse Response Functions

Version 0.2.3

did2s

Two-Stage Difference-in-Differences Following Gardner (2021)

Version 1.0.2

did

Treatment Effects with Multiple Periods and Groups

Version 2.1.2

feisr

Estimating Fixed Effects Individual Slope Models

Version 1.3.0

bacondecomp

Goodman-Bacon Decomposition

Version 0.1.1

Mcomp

Data from the M-Competitions

Version 2.8

RprobitB

Bayesian Probit Choice Modeling

Version 1.1.4

tidysynth

A Tidy Implementation of the Synthetic Control Method

Version 0.2.0

nlme

Linear and Nonlinear Mixed Effects Models

Version 3.1-165

plm

Linear Models for Panel Data

Version 2.6-4

Ecdat

Data Sets for Econometrics

Version 0.4-2

clubSandwich

Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Correc...

Version 0.5.11

forecast

Forecasting Functions for Time Series and Linear Models

Version 8.23.0

MNP

Fitting the Multinomial Probit Model

Version 3.1-5

mhurdle

Multiple Hurdle Tobit Models

Version 1.3-1

marginaleffects

Predictions, Comparisons, Slopes, Marginal Means, and Hypothesis Tests

Version 0.21.0

modelsummary

Summary Tables and Plots for Statistical Models and Data: Beautiful, C...

Version 2.1.1

fixest

Fast Fixed-Effects Estimations

Version 0.12.1

margins

Marginal Effects for Model Objects

Version 0.3.27

lavaan

Latent Variable Analysis

Version 0.6-18

geepack

Generalized Estimating Equation Package

Version 1.3.11

DoubleML

Double Machine Learning in R

Version 1.0.1

survival

Survival Analysis

Version 3.7-0

xts

eXtensible Time Series

Version 0.14.0

apollo

Tools for Choice Model Estimation and Application

Version 0.3.3

pdR

Threshold Model and Unit Root Tests in Cross-Section and Time Series D...

Version 1.9.2

psidR

Build Panel Data Sets from PSID Raw Data

Version 2.2

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector Autor...

Version 1.0.1

Hmisc

Harrell Miscellaneous

Version 5.1-3

rms

Regression Modeling Strategies

Version 6.8-1

urca

Unit Root and Cointegration Tests for Time Series Data

Version 1.3-4

quantreg

Quantile Regression

Version 5.98

collapse

Advanced and Fast Data Transformation

Version 2.0.15

censReg

Censored Regression (Tobit) Models

Version 0.5-38

VGAM

Vector Generalized Linear and Additive Models

Version 1.1-11

segmented

Regression Models with Break-Points / Change-Points Estimation (with P...

Version 2.1-0

tseries

Time Series Analysis and Computational Finance

Version 0.10-56

NNS

Nonlinear Nonparametric Statistics

Version 10.8.2

SparseM

Sparse Linear Algebra

Version 1.84

nonnest2

Tests of Non-Nested Models

Version 0.5-7

REndo

Fitting Linear Models with Endogenous Regressors using Latent Instrume...

Version 2.4.10

lme4

Linear Mixed-Effects Models using 'Eigen' and S4

Version 1.1-35.5

DRDID

Doubly Robust Difference-in-Differences Estimators

Version 1.0.7

betareg

Beta Regression

Version 3.2-0

bimets

Time Series and Econometric Modeling

Version 4.0.1

pdynmc

Moment Condition Based Estimation of Linear Dynamic Panel Data Models

Version 0.9.11

gets

General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Version 0.38