• LIMDEP

  • Referenced in 76 articles [sw04925]
  • with cross section, time series and panel data. LIMDEP has long been a leader ... innovations including cutting edge techniques in panel data analysis, frontier and efficiency estimation and discrete ... techniques and procedures for analyzing panel data is without parallel in any other statistical software...
  • msm

  • Referenced in 48 articles [sw08096]
  • including processes observed at arbitrary times (panel data), continuously-observed processes, and censored states. Both...
  • EViews

  • Referenced in 38 articles [sw00254]
  • analysis and econometric analyses (cross-section, panel data analysis, time series estimation and forecasting...
  • plm

  • Referenced in 23 articles [sw08020]
  • package plm: Linear Models for Panel Data. A set of estimators and tests for panel...
  • xtabond2

  • Referenced in 18 articles [sw20376]
  • Stata module to extend xtabond dynamic panel data estimator. xtabond2 can fit two closely related ... dynamic panel data models. The first is the Arellano-Bond (1991) estimator, which is also ... designed for dynamic ”small-T, large-N” panels that may contain fixed effects and--separate...
  • DEAP

  • Referenced in 20 articles [sw11887]
  • Data Envelopment Analysis (Computer) Program. This page describes the computer program DEAP Version 2.1 which ... application of Malmquist DEA methods to panel data to calculate indices of total factor productivity...
  • spatial panels

  • Referenced in 11 articles [sw30006]
  • provides Matlab routines to estimate spatial panel data models at his website. This article extends ... spatial panel data model contains spatial and/or time-period fixed effects, the direct and indirect ... selection framework to determine which spatial panel data model best describes the data. To demonstrate ... cigarettes is estimated based on panel data from forty-six US states over the period...
  • splm

  • Referenced in 12 articles [sw08290]
  • package splm: Econometric Models for Spatial Panel Data. ML and GM estimation and diagnostic testing ... econometric models for spatial panel data...
  • AMLET

  • Referenced in 15 articles [sw05628]
  • software supports cross- sectional and panel data, and offers various optimization methods, including...
  • OxMetrics

  • Referenced in 12 articles [sw00664]
  • statistical analysis of cross-section and panel data. The core packages of the family...
  • xtserial

  • Referenced in 7 articles [sw37343]
  • Testing for serial correlation in linear panel-data models. Because serial correlation in linear panel ... data models biases the stan- dard errors and causes the results to be less efficient ... idiosyncratic error term in a panel-data model. A new test for serial correlation...
  • BIOGEME

  • Referenced in 11 articles [sw05049]
  • nonlinear utility functions, Models designed for panel data, Heteroscedastic models...
  • FRONTIER

  • Referenced in 10 articles [sw25123]
  • program can accommodate: cross-sectional or panel data; half-normal or truncated normal distributions...
  • pan

  • Referenced in 9 articles [sw21011]
  • Multiple Imputation for Multivariate Panel or Clustered Data. Multiple imputation for multivariate panel or clustered...
  • cquad

  • Referenced in 8 articles [sw11083]
  • Quadratic Exponential Models for Binary Panel Data. The package estimates, by conditional maximum likelihood...
  • plyr

  • Referenced in 10 articles [sw10635]
  • time point in your study, summarise data by panels or collapse high-dimensional arrays...
  • phtt

  • Referenced in 4 articles [sw24362]
  • package phtt: Panel Data Analysis with Heterogeneous Time Trends. The package provides estimation procedures ... panel data with large dimensions n, T, and general forms of unobservable heterogeneous effects. Particularly...
  • factorcpt

  • Referenced in 6 articles [sw18260]
  • means of high-dimensional panel data. Our methodology circumvents the difficult issue of the accurate...
  • TSM

  • Referenced in 5 articles [sw09504]
  • systems, multivariate GARCH and regime switching. Panel data models can be estimated by least squares...
  • probitfe

  • Referenced in 3 articles [sw37426]
  • logitfe, which fit probit and logit panel-data models with individual and time unobserved effects ... Fixed-effects panel-data methods that estimate the unobserved effects can be severely biased because ... Journal of Econometrics 192: 291–312) for panels where the two dimensions...