plm

A set of estimators for models and (robust) covariance matrices, and tests for panel data econometrics, including within/fixed effects, random effects, between, first-difference, nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models, panel generalized method of moments (GMM) and general FGLS models, mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators with common factors, variable coefficients and limited dependent variables models. Test functions include model specification, serial correlation, cross-sectional dependence, panel unit root and panel Granger (non-)causality. Typical references are general econometrics text books such as Baltagi (2021), Econometric Analysis of Panel Data (doi:10.1007/978-3-030-53953-5), Hsiao (2014), Analysis of Panel Data (doi:10.1017/CBO9781139839327), and Croissant and Millo (2018), Panel Data Econometrics with R (doi:10.1002/9781119504641).

Last 30 days

This package has been downloaded 47,332 times in the last 30 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 1,741 times.

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Last 365 days

This package has been downloaded 442,647 times in the last 365 days. That's a whole lot of downloads. Somewhere, a librarian is trying to figure out why more bandwidth is needed. The day with the most downloads was Aug 08, 2024 with 11,110 downloads.

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