panelhetero

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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