EconPapers    
Economics at your fingertips  
 

A Panel Data Toolbox for MATLAB

Inmaculada Álvarez (), Javier Barbero and José Zofío

Journal of Statistical Software, 2017, vol. 076, issue i06

Abstract: Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panels and a wide array of spatial panels. A full set of relevant tests is also included. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software to show the validity of the results.

Date: 2017-01-11
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/view/v076i06/v76i06.pdf
https://www.jstatsoft.org/index.php/jss/article/do ... nelDataToolboxV2.zip
https://www.jstatsoft.org/index.php/jss/article/do ... ile/v076i06/v76i06.m
https://www.jstatsoft.org/index.php/jss/article/do ... 6i06/v76i06-data.zip
https://www.jstatsoft.org/index.php/jss/article/do ... 06/v76i06-checks.zip

Related works:
Working Paper: A Panel Data Toolbox for MATLAB (2013) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:076:i06

Access Statistics for this article

Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis

More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Series data maintained by Christopher F. Baum ().

 
Page updated 2017-11-23
Handle: RePEc:jss:jstsof:v:076:i06