Keywords - Function Groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

panel

newest
auxiliary quantlet for panunit
pancoint
computes FM-OLS estimates for cointegration equations with homogenous cointegration parameters and heterogeneous short-run dynamics and deterministics
pandyn
estimates dynamic panel data models with GMM
pandyn2
second step of the 2-stage dynamic GMM
panelmain
loads the libraries needed by the quantlets in panel library.
paneltest
tests the integrity of the panel library. Is invoked by vertest().
panfix
estimation of a static Fixed-Effects-Model
panhaus
Hausman test for correlation between the regressors and the individual effects
panlag
computes the lag of the variable
panopt
used to specify optional parameters of the quantlets panfix and panrand. Each option consists of a string s and a number n (in this order).
panrand
estimation of a static Random-Effects-Model
pansort
sorts data set according to individuals
panstats
computes summary statistics of the variables
pantime
subtracts the mean of period t from the model variables to account for fixed time effects.
panunit
computes the unit root statistics for panel data
Keywords - Function Groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
(C) MD*TECH Method and Data Technologies, 05.02.2006Impressum