OrthoPanels

Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

CRAN Package

Implements the orthogonal reparameterization approach recommended by Lancaster (2002) to estimate dynamic panel models with fixed effects (and optionally: panel specific intercepts). The approach uses a likelihood-based estimator and produces estimates that are asymptotically unbiased as N goes to infinity, with a T as low as 2.


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