{
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  "Date": "2025-11-13",
  "Title": "Linear Models for Panel Data",
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  "Description": "A set of estimators for models and (robust) covariance\nmatrices, and tests for panel data econometrics, including\nwithin/fixed effects, random effects, between,\nfirst-difference, nested random effects as well as\ninstrumental-variable (IV) and Hausman-Taylor-style models,\npanel generalized method of moments (GMM) and general FGLS\nmodels, mean groups (MG), demeaned MG, and common correlated\neffects (CCEMG) and pooled (CCEP) estimators with common\nfactors, variable coefficients and limited dependent variables\nmodels. Test functions include model specification, serial\ncorrelation, cross-sectional dependence, panel unit root and\npanel Granger (non-)causality. Typical references are general\neconometrics text books such as Baltagi (2021), Econometric\nAnalysis of Panel Data (<doi:10.1007/978-3-030-53953-5>), Hsiao\n(2014), Analysis of Panel Data\n(<doi:10.1017/CBO9781139839327>), and Croissant and Millo\n(2018), Panel Data Econometrics with R\n(<doi:10.1002/9781119504641>).",
  "License": "GPL (>=2)",
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  "Date/Publication": "2025-11-14 06:42:22 UTC",
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  "Author": "Yves Croissant [aut],\nGiovanni Millo [aut],\nKevin Tappe [aut, cre],\nOtt Toomet [ctb],\nChristian Kleiber [ctb],\nAchim Zeileis [ctb],\nArne Henningsen [ctb],\nLiviu Andronic [ctb],\nNina Schoenfelder [ctb]",
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      "page": "is.pseries",
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      "page": "LaborSupply",
      "title": "Wages and Hours Worked",
      "topics": [
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      "page": "lag.plm",
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      "page": "nobs.plm",
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      "page": "Parity",
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      "page": "pbgtest",
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        "pbgtest.panelmodel"
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      "page": "pbltest",
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      "page": "pbnftest",
      "title": "Modified BNF-Durbin-Watson Test and Baltagi-Wu's LBI Test for Panel Models",
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      "page": "phansitest",
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      "page": "punbalancedness",
      "title": "Measures for Unbalancedness of Panel Data",
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        "punbalancedness.panelmodel",
        "punbalancedness.pdata.frame"
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      "page": "pvar",
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      "page": "pwaldtest",
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      "page": "within_intercept",
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        "Conditional LM test for AR(1) or MA(1) errors under random effects",
        "General serial correlation tests",
        "Wooldridge's test for serial correlation in \"short\" FE panels",
        "Wooldridge's first-difference-based test",
        "Tests for cross-sectional dependence",
        "CD and LM-type tests for global cross-sectional dependence",
        "CD(p) test for local cross-sectional dependence",
        "Panel unit root tests",
        "Overview of functions for panel unit root testing",
        "Preliminary results",
        "Levin-Lin-Chu model",
        "Im-Pesaran-Shin (IPS) test",
        "Simes' approach: intersecting hypotheses",
        "Robust covariance matrix estimation",
        "plm versus nlme and lme4",
        "Fundamental differences between the two approaches",
        "Some false friends",
        "A common taxonomy",
        "The Laird-Ware representation for mixed models",
        "Pooling and Within",
        "Random effects",
        "Variable coefficients, \"random\"",
        "Variable coefficients, \"within\"",
        "General FGLS",
        "Some useful \"econometric\" models in nlme",
        "AR(1) pooling or random effects panel",
        "An LR test for serial correlation and one for random effects",
        "Conclusions",
        "Acknowledgments",
        "Bibliography"
      ],
      "created": "2021-02-15 11:49:17",
      "modified": "2025-01-31 19:29:33",
      "commits": 31
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