Parity

A panel of 104 quarterly observations from 1973Q1 to 1998Q4

datasets

A set of estimators for models and (robust) covariance matrices, and tests for panel data
econometrics, including within/fixed effects, random effects, between, first-difference,
nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models,
panel generalized method of moments (GMM) and general FGLS models,
mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators
with common factors, variable coefficients and limited dependent variables models.
Test functions include model specification, serial correlation, cross-sectional dependence,
panel unit root and panel Granger (non-)causality. Typical references are general econometrics
text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>),
Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018),
Panel Data Econometrics with R (<doi:10.1002/9781119504641>).

Kevin Tappe

Linear Models for Panel Data

Yves Croissant

Giovanni Millo

Ott Toomet

Christian Kleiber

Achim Zeileis

Arne Henningsen

Liviu Andronic

Nina Schoenfelder

Parity function

A data frame containing :<dl>
<dt>country</dt>
<dd>country codes: a factor with 17 levels</dd><dt>time</dt>
<dd>the quarter index, 1973Q1-1998Q4</dd><dt>ls</dt>
<dd>log spot exchange rate vs. USD</dd><dt>lp</dt>
<dd>log price level</dd><dt>is</dt>
<dd>short term interest rate</dd><dt>il</dt>
<dd>long term interest rate</dd><dt>ld</dt>
<dd>log price differential vs. USA</dd><dt>uis</dt>
<dd>U.S. short term interest rate</dd><dt>uil</dt>
<dd>U.S. long term interest rate</dd>
 
</dl>

Format

Purchasing Power Parity and other parity relationships — Parity

A data frame containing :<dl>
<dt>country</dt>
<dd>country codes: a factor with 17 levels</dd>

<dt>time</dt>
<dd>the quarter index, 1973Q1-1998Q4</dd>

<dt>ls</dt>
<dd>log spot exchange rate vs. USD</dd>

<dt>lp</dt>
<dd>log price level</dd>

<dt>is</dt>
<dd>short term interest rate</dd>

<dt>il</dt>
<dd>long term interest rate</dd>

<dt>ld</dt>
<dd>log price differential vs. USA</dd>

<dt>uis</dt>
<dd>U.S. short term interest rate</dd>

<dt>uil</dt>
<dd>U.S. long term interest rate</dd>
 
</dl>

Purchasing Power Parity and other parity relationships

Parity: Purchasing Power Parity and other parity relationships

Description

Arguments

Format

Details

References