Last data update: 2014.03.03

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Results 1 - 10 of 44 found.
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pbltest (Package: plm) : Baltagi and Li Serial Dependence Test For Random Effects Models

Baltagi and Li (1995)'s Lagrange multiplier test for AR(1) or MA(1) idiosyncratic errors in panel models with random effects.
● Data Source: CranContrib
● Keywords: htest
● Alias: pbltest
● 0 images

pwfdtest (Package: plm) : Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models

First-differencing-based test of serial correlation for (the idiosyncratic component of) the errors in either levels or first-differenced panel models.
● Data Source: CranContrib
● Keywords: htest
● Alias: pwfdtest, pwfdtest.formula, pwfdtest.panelmodel
● 0 images

pcdtest (Package: plm) : Tests of cross-section dependence for panel models

Pesaran's CD or Breusch-Pagan's LM (local or global) tests for cross sectional dependence in panel models
● Data Source: CranContrib
● Keywords: htest
● Alias: pcdtest, pcdtest.formula, pcdtest.panelmodel
● 0 images

pdwtest (Package: plm) : Durbin--Watson Test for Panel Models

Test of serial correlation for (the idiosyncratic component of) the errors in panel models.
● Data Source: CranContrib
● Keywords: htest
● Alias: pdwtest, pdwtest.formula, pdwtest.panelmodel
● 0 images

pdim (Package: plm) : Check for the Dimensions of the Panel

This function checks the number of individuals and time observations in the panel and whether it is balanced or not.
● Data Source: CranContrib
● Keywords: attribute
● Alias: pdim, pdim.data.frame, pdim.default, pdim.panelmodel, pdim.pdata.frame, print.pdim
● 0 images

pFormula (Package: plm) : pFormula: An extended Formula interface for panel data

pFormula is a Formula object, with methods useful for panel data.
● Data Source: CranContrib
● Keywords: classes
● Alias: as.Formula.pFormula, model.frame.pFormula, model.matrix.pFormula, pFormula
● 0 images

vcovHC (Package: plm) : Robust Covariance Matrix Estimators

Robust covariance matrix estimators a la White for panel models.
● Data Source: CranContrib
● Keywords: regression
● Alias: pvcovHC, vcovHC, vcovHC.pgmm, vcovHC.plm
● 0 images

pmg (Package: plm) : Mean Groups (MG), Demeaned MG and CCE MG estimators

Mean Groups (MG), Demeaned MG (DMG) and Common Corrleated Effects MG (CCEMG) estimators for heterogeneous panel models, possibly with common factors (CCEMG)
● Data Source: CranContrib
● Keywords: regression
● Alias: pmg, print.summary.pmg, summary.pmg
● 0 images

purtest (Package: plm) : Unit root tests for panel data

purtest implements several testing procedures that have been proposed to test unit root hypotheses with panel data.
● Data Source: CranContrib
● Keywords: htest
● Alias: print.purtest, print.summary.purtest, purtest, summary.purtest
● 0 images

phtest (Package: plm) : Hausman Test for Panel Models

Specification test for panel models.
● Data Source: CranContrib
● Keywords: htest
● Alias: phtest, phtest.formula, phtest.panelmodel
● 0 images