badp

Authors Krzysztof Beck, Marcin Dubel, Mateusz Wyszynski, Piotr Cukier, Mariusz Szczepanczyk

Last update 22 September 2026

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 0.4.0.1, 0.4.0, 0.5.0, 0.6.0, 0.6.1, 0.7.0, 0.8.0

Description

Implements Bayesian model averaging for dynamic panels with weakly exogenous regressors as described in the paper by Moral-Benito (2013, <doi:10.1080/07350015.2013.818003>). The package provides functions to estimate dynamic panel data models and analyze the results of the estimation.

Cites work

Likelihood-Based Estimation of Dynamic Panels With Predetermined Regressors

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