Moment Condition Based Estimation of Linear Dynamic Panel Data Models

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Documentation for package ‘pdynmc’ version 0.9.10

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

ABdata	Employment, wages, capital, and output for companies based in the UK
case.names.pdynmc	Case and Variable Names of Fitted Model.
cigDemand	Cigarette consumption in the US
coef.pdynmc	Extract Coefficient Estimates of Fitted Model.
data.info	Show Basic Structure of Panel Dataset.
dummy.coef.pdynmc	Extract Coefficient Estimates of Time Dummies of Fitted Model.
fitted.pdynmc	Extract Fitted Values of Fitted Model.
jtest.fct	Hansen J-Test.
model.matrix.pdynmc	Extract Instrument Matrix of Fitted Model.
mtest.fct	Arellano and Bond Serial Correlation Test.
ninst	Extract Instrument Count of Fitted Model.
ninst.pdynmc	Extract Instrument Count of Fitted Model.
nobs.pdynmc	Extract Number of Observations of Fitted Model.
optimIn	Extract Input Parameters of Numeric Optimization of Fitted Model.
optimIn.pdynmc	Extract Input Parameters of Numeric Optimization of Fitted Model.
package-pdynmc	pdynmc: A package for moment conditions based estimation of linear dynamic panel data models
pDensTime.plot	Plot Empirical Density of a Column of a Panel Dataset over Time.
pdynmc	Generalized Method of Moments (GMM) Estimation of Linear Dynamic Panel Data Models.
plot.pdynmc	Plot Coefficient Estimates and Corresponding Ranges of Fitted Model.
print.pdynmc	Print Fitted Model Object.
print.summary.pdynmc	Print Summary of Fitted Model Object.
residuals.pdynmc	Extract Residuals of Fitted Model.
strucUPD.plot	Plot on Structure of Unbalanced Panel Dataset.
summary.pdynmc	Summary for Fitted Model Object.
variable.names.pdynmc	Extract Names of Explanatory Variables of Fitted Model.
vcov.pdynmc	Extract Variance Covariance Matrix of Fitted Model.
wald.fct	Wald Test.
wmat	Extract Weighting Matrix of Fitted Model.
wmat.pdynmc	Extract Weighting Matrix of Fitted Model.