Panel Data Econometrics in R: The plm Package

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.

Keywords

• panel data
• covariance matrix estimators
• generalized method of moments
• R