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Description

Panel Data Analysis with Heterogeneous Dynamics.

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>.

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:

Intsallation

Run:

install.packages("panelhetero")

or

# install.packages("devtools") # if necessary
devtools::install_github("tkhdyanagi/panelhetero", build_vignettes = TRUE)

Website

References

  • Okui, R. and Yanagi, T., 2019. Panel data analysis with heterogeneous dynamics. Journal of Econometrics, 212(2), pp.451-475. Link
  • Okui, R. and Yanagi, T., 2020. Kernel estimation for panel data with heterogeneous dynamics. The Econometrics Journal, 23(1), pp.156-175. Link.
Metadata

Version

1.0.1

License

Unknown

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