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Panel Data Econometrics in R : The plm Package

Author

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  • Yves Croissant

    (LET - Laboratoire d'économie des transports - UL2 - Université Lumière - Lyon 2 - ENTPE - École Nationale des Travaux Publics de l'État - CNRS - Centre National de la Recherche Scientifique)

  • Giovanni Millo

    (DiSES - Dipartimento di Scienze Economiche e Statistiche (Department of Economics and Statistics) - Università degli studi di Trieste = University of Trieste)

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

  • Yves Croissant & Giovanni Millo, 2008. "Panel Data Econometrics in R : The plm Package," Post-Print hal-01245304, HAL.
    • Handle: RePEc:hal:journl:hal-01245304
    DOI: 10.18637/jss.v027.i02
    Note: View the original document on HAL open archive server: https://hal.univ-reunion.fr/hal-01245304
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