Panel Data Econometrics inR: TheplmPackage
Author(s) -
Yves Croissant,
Giovanni Millo
Publication year - 2008
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v027.i02
Subject(s) - panel data , r package , inference , econometrics , variety (cybernetics) , computer science , estimation , economics , programming language , artificial intelligence , management
Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. plm is a package for R which intends to make the estimation of linear panel models straightforward. plm provides functions to estimate a wide variety of models and to make (robust) inference.
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