Panel Data Econometrics in R : The plm Package

Yves Croissant (1) , Giovanni Millo (2)

1 LET - Laboratoire d'économie des transports
2 DiSES - Dipartimento di Scienze Economiche e Statistiche (Department of Economics and Statistics)

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.

Mots clés: panel data; covariance matrix estimators; generalized method of moments; R

Domaines: Economies et finances; Gestion et management

Yves Croissant, Giovanni Millo. Panel Data Econometrics in R : The plm Package. Journal of Statistical Software, 2008, 27 (2), pp.1- 43. ⟨10.18637/jss.v027.i02⟩. ⟨hal-01245304⟩