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Panel Data Econometrics in R: The plm Package

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  • Croissant, Yves
  • Millo, Giovanni

Abstract

Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. plm is a package for R which intends to make the estimation of linear panel models straightforward. plm provides functions to estimate a wide variety of models and to make (robust) inference.

Suggested Citation

  • Croissant, Yves & Millo, Giovanni, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
    • Handle: RePEc:jss:jstsof:v:027:i02
    DOI: http://hdl.handle.net/10.18637/jss.v027.i02
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