Panel Data Econometrics in R: The plm Package

Yves Croissant and Giovanni Millo

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Abstract: Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. plm is a package for R which intends to make the estimation of linear panel models straightforward. plm provides functions to estimate a wide variety of models and to make (robust) inference.

Keywords: panel data; covariance matrix estimators; generalized method of moments; R (search for similar items in EconPapers)
Date: 2008
Note: View the original document on HAL open archive server: https://hal.univ-reunion.fr/hal-01245304
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Published in Journal of Statistical Software, 2008, 27 (2), pp.1- 43. ⟨10.18637/jss.v027.i02⟩

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Journal Article: Panel Data Econometrics in R: The plm Package (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01245304

DOI: 10.18637/jss.v027.i02

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