panelhetero

Panel Data Analysis with Heterogeneous Dynamics

CRAN Package

Understanding the dynamics of potentially heterogeneous variables is important in statistical applications. This package provides tools for estimating the degree of heterogeneity across cross-sectional units in the panel data analysis. The methods are developed by Okui and Yanagi (2019) doi:10.1016/j.jeconom.2019.04.036 and Okui and Yanagi (2020) doi:10.1093/ectj/utz019.


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