{ "_id": "6a1f14a8b401979e7341e329", "Package": "pdynmc", "Type": "Package", "Title": "Moment Condition Based Estimation of Linear Dynamic Panel Data\nModels", "Version": "0.9.13.9009", "Date": "2025-05-22", "Authors@R": "c(person(\"Markus\", \"Fritsch\", role = c(\"aut\", \"cre\"),\nemail = \"Markus.Fritsch@uni-Passau.de\"),\nperson(\"Joachim\", \"Schnurbus\", role = c(\"aut\"),\nemail = \"Joachim.Schnurbus@uni-Passau.de\"),\nperson(\"Andrew Adrian Yu\", \"Pua\", role = c(\"aut\"),\nemail = \"andrewypua@gmail.com\"))", "RdMacros": "Rdpack", "Description": "Linear dynamic panel data modeling based on linear and\nnonlinear moment conditions as proposed by Holtz-Eakin, Newey,\nand Rosen (1988) , Ahn and Schmidt (1995)\n, and Arellano and Bover\n(1995) . Estimation of the\nmodel parameters relies on the Generalized Method of Moments\n(GMM) and instrumental variables (IV) estimation, numerical\noptimization (when nonlinear moment conditions are employed)\nand the computation of closed form solutions (when estimation\nis based on linear moment conditions). One-step, two-step and\niterated estimation is available. For inference and\nspecification testing, Windmeijer (2005)\n and doubly corrected\nstandard errors (Hwang, Kang, Lee, 2021\n) are available.\nAdditionally, serial correlation tests, tests for\noveridentification, and Wald tests are provided. Functions for\nvisualizing panel data structures and modeling results obtained\nfrom GMM estimation are also available. The plot methods\ninclude functions to plot unbalanced panel structure,\ncoefficient ranges and coefficient paths across GMM iterations\n(the latter is implemented according to the plot shown in\nHansen and Lee, 2021 ). For a more\ndetailed description of the GMM-based functionality, please see\nFritsch, Pua, Schnurbus (2021) . For\nmore details on the IV-based estimation routines, see Fritsch,\nPua, and Schnurbus (WP, 2024) and Han and Phillips (2010)\n.", "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": "7.3.2", "Config/pak/sysreqs": "cmake", "Repository": "https://markusfritsch.r-universe.dev", "Date/Publication": "2025-05-22 16:42:21 UTC", "RemoteUrl": "https://github.com/markusfritsch/pdynmc", "RemoteRef": "HEAD", "RemoteSha": "3ea417f980af83e1b995d324728b5965a71150f0", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-17 06:55:25 UTC", "User": "root" }, "Author": "Markus Fritsch [aut, cre],\nJoachim Schnurbus [aut],\nAndrew Adrian Yu Pua [aut]", "Maintainer": "Markus Fritsch ", "MD5sum": "3882fae5595880efe3a80bc43757ddb0", "_user": "markusfritsch", "_type": "src", "_file": "pdynmc_0.9.13.9009.tar.gz", 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