Pooled Mean Group Estimation of Dynamic Heterogenous Panels

Calculates the pooled mean group (PMG) estimator for dynamic panel data models, as described by Pesaran, Shin and Smith (1999) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0 by Lech Kujawski, 3 years ago


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

Authors: Piotr Zientara [aut] , Lech Kujawski [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

See at CRAN