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R Development Page

Contributed R Packages

Below is a list of all packages provided by project Panel Data with unobs. indiv. timetrends.

Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).

Packages

phtt

Panel Data Analysis with Heterogeneous Time Trends

  The package provides estimation procedures for panel data with large dimensions n, T, and general forms of unobservable heterogeneous effects. Particularly, the estimation procedures are those of Bai (2009) and Kneip, Sickles, and Song (2012), which complement one another very well: both models assume the unobservable heterogeneous effects to have a factor structure. The method of Bai (2009) assumes that the factors are stationary, whereas the method of Kneip et al. (2012) allows the factors to be non-stationary. Additionally, the phtt package provides a wide range of dimensionality criteria in order to estimate the number of the unobserved factors simultaneously with the remaining model parameters.
  Version: 3.1.2 | Last change: 2014-08-15 15:16:37+02 | Rev.: 353
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get phtt 3.1.2 from CRAN
  R install command: install.packages("phtt", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)

 

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