Package: pdynmc
Type: Package
Title: Moment Condition Based Estimation of Linear Dynamic Panel Data
        Models
Version: 0.9.0
Date: 2020-05-06
Authors@R: c(person("Markus", "Fritsch", role = c("aut", "cre"),
		email = "Markus.Fritsch@uni-Passau.de"),
	person("Joachim", "Schnurbus", role = c("aut"),
		email = "Joachim.Schnurbus@uni-Passau.de"),
	person("Andrew Adrian Yu", "Pua", role = c("aut"),
		email = "andrewypua@gmail.com"))
Author: Markus Fritsch [aut, cre],
  Joachim Schnurbus [aut],
  Andrew Adrian Yu Pua [aut]
Maintainer: Markus Fritsch <Markus.Fritsch@uni-Passau.de>
Depends: R (>= 3.6.0)
Imports: data.table (>= 1.12.2), MASS (>= 7.3-51.4), Matrix (>=
        1.2-17), optimx (>= 2018-07.10), qlcMatrix (>= 0.9.7), stats
        (>= 3.6.0), Rdpack (>= 0.11-0)
Suggests: plm (>= 2.2-0), testthat (>= 2.3.2), R.rsp (>= 0.43.2)
RdMacros: Rdpack
Description: Linear dynamic panel data modeling based on linear and
    nonlinear moment conditions as proposed by
    Holtz-Eakin, Newey, and Rosen (1988) <doi:10.2307/1913103>,
    Ahn and Schmidt (1995) <doi:10.1016/0304-4076(94)01641-C>,
    and Arellano and Bover (1995) <doi:10.1016/0304-4076(94)01642-D>.
    Estimation of the model parameters relies on numerical optimization
    and the computation of closed form solutions. For inference and specification
    testing, Windmeijer (2005) <doi:10.1016/j.jeconom.2004.02.005>
    corrected standard errors, serial correlation tests, tests for overidentification,
    and Wald tests are available.
License: GPL (>= 2)
URL: https://github.com/markusfritsch/pdynmc
BugReports: https://github.com/markusfritsch/pdynmc/issues
VignetteBuilder: R.rsp
Encoding: UTF-8
Classification/JEL: C23, C26, C87
RoxygenNote: 7.1.0
NeedsCompilation: no
Packaged: 2020-05-06 19:39:06 UTC; Markus
Repository: CRAN
Date/Publication: 2020-05-07 10:30:05 UTC
