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A Panel Data Toolbox for MATLAB

Inmaculada Álvarez (), Javier Barbero and José Zofío

No 2013/05, Working Papers in Economic Theory from Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History)

Abstract: Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panel and new spatial panel. 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 in order to show the validity of the results.

Keywords: panel data; instrumental panel; spatial panel; econometrics; MATLAB. (search for similar items in EconPapers)
JEL-codes: C21 C23 C26 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-geo
Date: 2013-10
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http://www.uam.es/departamentos/economicas/analecon/especifica/mimeo/wp20135.pdf

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Journal Article: A Panel Data Toolbox for MATLAB (2017) Downloads
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