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Introduction to csdm: Panel Data Models with Cross-Sectional Dependence3 months ago
Overview | Methodology: Four Estimators | Model Specification | 1. Mean Group (MG) Estimator | 2. Common Correlated Effects (CCE) Estimator | 3. Dynamic CCE (DCCE) Estimator | $$y_ | 4. Cross-Sectionally Augmented ARDL (CS-ARDL) | $$\Delta y_ | Cross-Sectional Averages and Dynamic Structure | Summary | Data: Penn World Table Subset | Package installation | Model Estimation: Four Examples | Example 1: Mean Group (MG) Estimation | Example 2: Common Correlated Effects (CCE) | Example 3: Dynamic CCE (DCCE) | Example 4: Cross-Sectionally Augmented ARDL (CS-ARDL) | Cross-Sectional Dependence Testing | Four CD Test Types | 1. Pesaran CD Test | 2. Pesaran CD Weighted (CDw) | 3. Pesaran CD Weighted Plus (CDw+) | 4. Pesaran CD*, Fan-Liao-Yao (FLY) | Running CD Tests with Seed Selection | References
introduction to xtsum3 years ago
Introduction | Installation | Getting Started | xtsum | Example | Genral example | Using pdata.frame object | Using regular data.frame with id and t specified | Specifying variables to include in the summary | Returning a data.frame object | Other Functions | between_max | Using pdata.frame | between_min | between_sd | Examples | using pdata.frame | within_max | within_min | within_sd | References