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panelhetero

The panelhetero package provides tools to examine the degree of heterogeneity across cross-sectional units in the panel data analysis. See Okui and Yanagi (2019, Journal of Econometrics) https://doi.org/10.1016/j.jeconom.2019.04.036 and Okui and Yanagi (2020, The Econometrics Journal) https://doi.org/10.1093/ectj/utz019 .

https://github.com/tkhdyanagi/panelhetero

Science Score: 26.0%

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Keywords

econometrics r r-package rstats
Last synced: 10 months ago · JSON representation

Repository

The panelhetero package provides tools to examine the degree of heterogeneity across cross-sectional units in the panel data analysis. See Okui and Yanagi (2019, Journal of Econometrics) https://doi.org/10.1016/j.jeconom.2019.04.036 and Okui and Yanagi (2020, The Econometrics Journal) https://doi.org/10.1093/ectj/utz019 .

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  • Stars: 5
  • Watchers: 0
  • Forks: 1
  • Open Issues: 0
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Topics
econometrics r r-package rstats
Created over 8 years ago · Last pushed about 3 years ago
Metadata Files
Readme Changelog License

README.Rmd 

---
output: github_document
---



```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```

# panelhetero: Panel Data Analysis with Heterogeneous Dynamics 

The panelhetero package provides tools for estimating the degree of 
heterogeneity acorss cross-sectional units using panel data.
The methods are developed by the following papers:

- [Okui and Yanagi (2019) "Panel data analysis with heterogeneous dynamics"](https://doi.org/10.1016/j.jeconom.2019.04.036) 
- [Okui and Yanagi (2020) "Kernel estimation for panel data with heterogeneous dynamics"](https://doi.org/10.1093/ectj/utz019).

# Intsallation

Run:

```{r, eval = FALSE}
install.packages("panelhetero")
```

or

```{r, eval = FALSE}
# install.packages("devtools") # if necessary
devtools::install_github("tkhdyanagi/panelhetero", build_vignettes = TRUE)
```

# Website

- [https://tkhdyanagi.github.io/panelhetero/](https://tkhdyanagi.github.io/panelhetero/)

# References

- Okui, R. and Yanagi, T., 2019. 
Panel data analysis with heterogeneous dynamics. 
Journal of Econometrics, 212(2), pp.451-475.
[Link](https://doi.org/10.1016/j.jeconom.2019.04.036)
- Okui, R. and Yanagi, T., 2020. 
Kernel estimation for panel data with heterogeneous dynamics. 
The Econometrics Journal, 23(1), pp.156-175.
[Link](https://doi.org/10.1093/ectj/utz019)

Owner

  • Name: Takahide Yanagi
  • Login: tkhdyanagi
  • Kind: user
  • Location: Japan
  • Company: Kyoto University

Econometircs and Causal Inference

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  • Total packages: 1
  • Total downloads:
    • cran 214 last-month
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cran.r-project.org: panelhetero

Panel Data Analysis with Heterogeneous Dynamics

  • Versions: 2
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 214 Last month
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Dependent packages count: 29.6%
Dependent repos count: 35.3%
Average: 51.5%
Downloads: 89.7%
Maintainers (1)
yanagi@econ.kyoto-u.ac.jp
Last synced: 11 months ago