Description
Panel Data Analysis with Heterogeneous Dynamics.
Description
Understanding the dynamics of potentially heterogeneous variables is important in statistical applications. This package provides tools for estimating the degree of heterogeneity across cross-sectional units in the panel data analysis. The methods are developed by Okui and Yanagi (2019) <doi:10.1016/j.jeconom.2019.04.036> and Okui and Yanagi (2020) <doi:10.1093/ectj/utz019>.
README.md
panelhetero: Panel Data Analysis with Heterogeneous Dynamics
The panelhetero package provides tools for estimating the degree of heterogeneity acorss cross-sectional units using panel data. The methods are developed by the following papers:
- Okui and Yanagi (2019) “Panel data analysis with heterogeneous dynamics”
- Okui and Yanagi (2020) “Kernel estimation for panel data with heterogeneous dynamics”.
Intsallation
Run:
install.packages("panelhetero")
or
# install.packages("devtools") # if necessary
devtools::install_github("tkhdyanagi/panelhetero", build_vignettes = TRUE)