如题,有了它你就可以用R软件轻松的处理面板问题了
Panel Data Econometrics in R: The plm Package
Yves Croissant
Universite Lumiere Lyon 2
Giovanni Millo
University of Trieste and Generali SpA
Abstract
This introduction to the plm package is a slightly modied version of Croissant and
Millo (2008), published in the Journal of Statistical Software.
Panel data econometrics is obviously one of the main elds in the profession, but most
of the models used are dicult 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.
Keywords:~panel data, covariance matrix estimators, generalized method of moments, R.