OrthoPanels (1.0-0)

Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects.


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.

Maintainer: Davor Cubranic
Author(s): Davor Cubranic [aut, cre], Mark Pickup [aut], Paul Gustafson [aut], Geoffrey Evans [aut]

License: GPL (>= 3)

Uses: MASS, testthat, knitr

Released about 1 year ago.