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A B C D E F G H L M P R S V W misc
| as.data.frame.pdata.frame | data.frame for panel data |
| as.Formula.pFormula | pFormula: An extended Formula interface for panel data |
| as.matrix.pseries | panel series |
| Between | panel series |
| between | panel series |
| Between.pseries | panel series |
| between.pseries | panel series |
| Cigar | Cigarette Consumption |
| cipstest | Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models |
| cipstest.formula | Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models |
| cipstest.panelmodel | Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models |
| Crime | Crime in North Carolina |
| diff.pseries | panel series |
| dynformula | Dynamic Formula |
| EmplUK | Employment and Wages in the United Kingdom |
| ercomp | Estimation of the error components |
| ercomp.formula | Estimation of the error components |
| ercomp.plm | Estimation of the error components |
| fixef | Extract the Fixed Effects |
| fixef.plm | Extract the Fixed Effects |
| formula.dynformula | Dynamic Formula |
| Gasoline | Gasoline Consumption |
| Grunfeld | Grunfeld's Investment Data |
| Hedonic | Hedonic Prices of Census Tracts in the Boston Area |
| LaborSupply | Wages and Hours Worked |
| lag.pseries | panel series |
| Males | Wages and Education of Young Males |
| model.frame.pFormula | pFormula: An extended Formula interface for panel data |
| model.matrix.pFormula | pFormula: An extended Formula interface for panel data |
| mtest | Arellano-Bond test of Serial Correlation |
| pbgtest | Breusch-Godfrey Test for Panel Models |
| pbgtest.formula | Breusch-Godfrey Test for Panel Models |
| pbgtest.panelmodel | Breusch-Godfrey Test for Panel Models |
| pbltest | Baltagi and Li Serial Dependence Test For Random Effects Models |
| pbsytest | Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models |
| pbsytest.formula | Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models |
| pbsytest.panelmodel | Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models |
| pccep | Common Correlated Effects Pooled estimator |
| pcdtest | Tests of cross-section dependence for panel models |
| pcdtest.formula | Tests of cross-section dependence for panel models |
| pcdtest.panelmodel | Tests of cross-section dependence for panel models |
| pdata.frame | data.frame for panel data |
| pdim | Check for the Dimensions of the Panel |
| pdim.data.frame | Check for the Dimensions of the Panel |
| pdim.default | Check for the Dimensions of the Panel |
| pdim.panelmodel | Check for the Dimensions of the Panel |
| pdim.pdata.frame | Check for the Dimensions of the Panel |
| pdwtest | Durbin-Watson Test for Panel Models |
| pdwtest.formula | Durbin-Watson Test for Panel Models |
| pdwtest.panelmodel | Durbin-Watson Test for Panel Models |
| pFormula | pFormula: An extended Formula interface for panel data |
| pFtest | F Test for Individual and/or Time Effects |
| pFtest.formula | F Test for Individual and/or Time Effects |
| pFtest.plm | F Test for Individual and/or Time Effects |
| pggls | General FGLS Estimators |
| pgmm | Generalized Method of Moments (GMM) Estimation for Panel Data |
| pht | Hausman-Taylor Estimator for Panel Data |
| phtest | Hausman Test for Panel Models |
| phtest.formula | Hausman Test for Panel Models |
| phtest.panelmodel | Hausman Test for Panel Models |
| plm | Panel Data Estimators |
| plm.data | Data Frame Special Format for Panel Data |
| plmtest | Lagrange Multiplier Tests for Panel Models |
| plmtest.formula | Lagrange Multiplier Tests for Panel Models |
| plmtest.plm | Lagrange Multiplier Tests for Panel Models |
| pmg | Mean Groups (MG), Demeaned MG and CCE MG estimators |
| pmodel.response | A function to extract the model.response |
| pmodel.response.data.frame | A function to extract the model.response |
| pmodel.response.pFormula | A function to extract the model.response |
| pmodel.response.plm | A function to extract the model.response |
| pooltest | Test of Poolability |
| pooltest.formula | Test of Poolability |
| pooltest.plm | Test of Poolability |
| print.dynformula | Dynamic Formula |
| print.ercomp | Estimation of the error components |
| print.fixef | Extract the Fixed Effects |
| print.panelmodel | Panel Data Estimators |
| print.pdata.frame | data.frame for panel data |
| print.pdim | Check for the Dimensions of the Panel |
| print.purtest | Unit root tests for panel data |
| print.pvar | Check for Cross-Sectional and Time Variation |
| print.summary.fixef | Extract the Fixed Effects |
| print.summary.pccep | Common Correlated Effects Pooled estimator |
| print.summary.pggls | General FGLS Estimators |
| print.summary.pgmm | Generalized Method of Moments (GMM) Estimation for Panel Data |
| print.summary.pht | Hausman-Taylor Estimator for Panel Data |
| print.summary.plm | Panel Data Estimators |
| print.summary.pmg | Mean Groups (MG), Demeaned MG and CCE MG estimators |
| print.summary.pseries | panel series |
| print.summary.purtest | Unit root tests for panel data |
| print.summary.pvcm | Variable Coefficients Models for Panel Data |
| Produc | US States Production |
| pseries | panel series |
| purtest | Unit root tests for panel data |
| pvar | Check for Cross-Sectional and Time Variation |
| pvar.data.frame | Check for Cross-Sectional and Time Variation |
| pvar.pdata.frame | Check for Cross-Sectional and Time Variation |
| pvcm | Variable Coefficients Models for Panel Data |
| pvcovHC | Robust Covariance Matrix Estimators |
| pwartest | Wooldridge Test for AR(1) Errors in FE Panel Models |
| pwartest.formula | Wooldridge Test for AR(1) Errors in FE Panel Models |
| pwartest.panelmodel | Wooldridge Test for AR(1) Errors in FE Panel Models |
| pwfdtest | Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models |
| pwfdtest.formula | Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models |
| pwfdtest.panelmodel | Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models |
| pwtest | Wooldridge's Test for Unobserved Effects in Panel Models |
| pwtest.formula | Wooldridge's Test for Unobserved Effects in Panel Models |
| pwtest.panelmodel | Wooldridge's Test for Unobserved Effects in Panel Models |
| r.squared | R squared for panel data |
| sargan | Hansen-Sargan Test of Overidentifying Restrictions |
| Snmesp | Employment and Wages in Spain |
| SumHes | The Penn World Table, v. 5 |
| summary.fixef | Extract the Fixed Effects |
| summary.pccep | Common Correlated Effects Pooled estimator |
| summary.pggls | General FGLS Estimators |
| summary.pgmm | Generalized Method of Moments (GMM) Estimation for Panel Data |
| summary.pht | Hausman-Taylor Estimator for Panel Data |
| summary.plm | Panel Data Estimators |
| summary.pmg | Mean Groups (MG), Demeaned MG and CCE MG estimators |
| summary.pseries | panel series |
| summary.purtest | Unit root tests for panel data |
| summary.pvcm | Variable Coefficients Models for Panel Data |
| vcovBK | Beck and Katz Robust Covariance Matrix Estimators |
| vcovBK.plm | Beck and Katz Robust Covariance Matrix Estimators |
| vcovHC.pgmm | Robust Covariance Matrix Estimators |
| vcovHC.plm | Robust Covariance Matrix Estimators |
| vcovSCC | Driscoll and Kraay (1998) Robust Covariance Matrix Estimator |
| vcovSCC.plm | Driscoll and Kraay (1998) Robust Covariance Matrix Estimator |
| Wages | Panel Data of Individual Wages |
| Within | panel series |
| Within.pseries | panel series |
| $.pdata.frame | data.frame for panel data |
| [.pdata.frame | data.frame for panel data |
| [[.pdata.frame | data.frame for panel data |