plm

MaRDI QIDQ20035swMATHCRANFDO

Authors Kevin Tappe, Yves Croissant, Giovanni Millo

Last update 13 November 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 2.6-3, PACKAGES.rds, 0.1-1, 0.1-2, 0.2-1, 0.2-2, 0.3-1, 0.3-2, 1.0-0, 1.0-1, 1.1-0, 1.1-1, 1.1-2, 1.1-4, 1.2-0, 1.2-1, 1.2-3, 1.2-4, 1.2-5, 1.2-6, 1.2-7, 1.2-8, 1.2-10, 1.3-1, 1.4-0, 1.5-12, 1.6-4, 1.6-5, 1.6-6, 1.7-0, 2.0-0, 2.0-1, 2.0-2, 2.1-0, 2.2-0, 2.2-1, 2.2-2, 2.2-3, 2.2-4, 2.2-5, 2.4-0, 2.4-1, 2.4-2, 2.4-3, 2.6-0, 2.6-1, 2.6-2, 2.6-4, 2.6-5, 2.6-6, 2.6-7

Official website http://cran.r-project.org/web/packages/plm/index.html

Source code repository https://github.com/cran/plm

Description

A set of estimators for models and (robust) covariance matrices, and tests for panel data econometrics, including within/fixed effects, random effects, between, first-difference, nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models, panel generalized method of moments (GMM) and general FGLS models, mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators with common factors, variable coefficients and limited dependent variables models. Test functions include model specification, serial correlation, cross-sectional dependence, panel unit root and panel Granger (non-)causality. Typical references are general econometrics text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>), Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018), Panel Data Econometrics with R (<doi:10.1002/9781119504641>).

Cites work

• Analysis of Panel Data
• Econometric Analysis of Panel Data
• Panel Data Econometrics with R

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