Moment Condition Based Estimation of Linear Dynamic Panel Data Models

Linear dynamic panel data modeling based on linear and nonlinear moment conditions as proposed by Holtz-Eakin, Newey, and Rosen (1988) , Ahn and Schmidt (1995) , and Arellano and Bover (1995) . Estimation of the model parameters relies on numerical optimization and the computation of closed form solutions. For inference and specification testing, Windmeijer (2005) corrected standard errors, serial correlation tests, tests for overidentification, and Wald tests are available.


Reference manual

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


0.9.3 by Markus Fritsch, 4 months ago

Report a bug at

Browse source code at

Authors: Markus Fritsch [aut, cre] , Joachim Schnurbus [aut] , Andrew Adrian Yu Pua [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports data.table, MASS, Matrix, optimx, qlcMatrix, stats, Rdpack

Suggests plm, pder, testthat, R.rsp

See at CRAN