Dynamic Common Correlated Effects Estimation for Panel Data
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Documentation for package ‘dcce’ version 0.4.2
Help Pages
| bootstrap | Bootstrap Inference for DCCE Models |
| cips_test | Pesaran CIPS Panel Unit Root Test |
| cips_test.dcce_fit | Pesaran CIPS Panel Unit Root Test |
| cips_test.default | Pesaran CIPS Panel Unit Root Test |
| cips_test.matrix | Pesaran CIPS Panel Unit Root Test |
| coef.dcce_fit | Extract coefficients from a dcce_fit object |
| cointegration_test | Westerlund (2007) Panel Cointegration Tests |
| confint.dcce_fit | Confidence intervals for a dcce_fit object |
| csd_exp | Exponent of Cross-Sectional Dependence |
| D | Difference operator for dcce formulas |
| dcce | Dynamic Common Correlated Effects Estimation |
| dcce_bootstrap | Bootstrap alias that avoids the broom conflict |
| dcce_rolling | Rolling-Window Panel Estimation |
| dcce_sim | Simulated Dynamic Panel Dataset |
| dcce_sim_truth | True Parameters for the Simulated Panel Dataset |
| dcce_workflow | Automatic Diagnostic Workflow for Panel Data with CSD |
| fitted.dcce_fit | Extract fitted values from a dcce_fit object |
| glance.dcce_fit | Glance at a dcce_fit object |
| granger_test | Dumitrescu-Hurlin Panel Granger Causality Test |
| hausman_test | Hausman-type Test: MG vs Pooled |
| irf | Impulse Response Functions for Dynamic Panel Models |
| L | Lag operator for dcce formulas |
| Lrange | Lag range operator for dcce formulas |
| panel_coint_test | Pedroni and Kao Panel Cointegration Tests |
| panel_ur_test | IPS and LLC Panel Unit Root Tests |
| panel_ur_test.default | IPS and LLC Panel Unit Root Tests |
| panel_ur_test.matrix | IPS and LLC Panel Unit Root Tests |
| pcd_test | Cross-Sectional Dependence Tests |
| pcd_test.data.frame | Cross-Sectional Dependence Tests |
| pcd_test.dcce_fit | Cross-Sectional Dependence Tests |
| pcd_test.default | Cross-Sectional Dependence Tests |
| pcd_test.matrix | Cross-Sectional Dependence Tests |
| plot.dcce_fit | Plot method for dcce_fit objects |
| plot.dcce_irf | Plot a dcce_irf object |
| plot.dcce_rolling | Plot a dcce_rolling coefficient path |
| predict.dcce_fit | Predict from a dcce_fit object |
| print.dcce_boot | Print method for dcce_boot objects |
| print.dcce_break | Print a dcce_break object |
| print.dcce_cd | Print method for dcce_cd objects |
| print.dcce_cips | Print a dcce_cips object |
| print.dcce_cointegration | Print method for dcce_cointegration |
| print.dcce_cointegration_extra | Print a dcce_cointegration_extra object |
| print.dcce_csd | Print method for dcce_csd objects |
| print.dcce_fit | Print a dcce_fit object |
| print.dcce_granger | Print a dcce_granger object |
| print.dcce_hausman | Print a dcce_hausman object |
| print.dcce_irf | Print a dcce_irf object |
| print.dcce_rolling | Print a dcce_rolling object |
| print.dcce_swamy | Print a dcce_swamy object |
| print.dcce_unit_root | Print a dcce_unit_root object |
| print.dcce_workflow | Print a dcce_workflow object |
| pwt8 | Penn World Tables Growth Panel Dataset |
| rank_condition | Rank Condition Classifier |
| residuals.dcce_fit | Extract residuals from a dcce_fit object |
| structural_break_test | Structural Break Tests for Panels with Cross-Sectional Dependence |
| summary.dcce_fit | Summary for a dcce_fit object |
| swamy_test | Swamy Slope Heterogeneity Test |
| tidy.dcce_fit | Tidy a dcce_fit object |
| update.dcce_fit | Update a dcce_fit object |
| vcov.dcce_fit | Extract variance-covariance matrix from a dcce_fit object |