Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

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.


Reference manual

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install.packages("OrthoPanels")

1.2-4 by Mark Pickup, 4 years ago


Browse source code at https://github.com/cran/OrthoPanels


Authors: Davor Cubranic [aut] , Mark Pickup [aut, cre] , Paul Gustafson [aut] , Geoffrey Evans [aut] , Jonoska Stojkova Biljana [ctb]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports MASS

Suggests testthat, knitr, rmarkdown


See at CRAN