r-cran-plm - 1.7-0-1 main

This R package intends to make the estimation of linear panel models
straightforward. It provides functions to estimate a wide variety of models=
and to make (robust) inference.
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The main functions to estimate models are:
- plm: panel data estimators using lm on transformed data,
- pgmm: generalized method of moments (GMM) estimation for panel data,
- pvcm: variable coefficients models for panel data,
- pmg: mean groups (MG), demeaned MG and common correlated effects (CCEMG)
estimators.
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Next to the model estimation functions, the package offers several functions
for statistical tests related to panel data/models.
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Multiple functions for (robust) variance-covariance matrices are at hand as
well. The package also provides data sets to demonstrate functions and to
replicate some text book/paper results.