Produc

A panel of 48 observations from 1970 to 1986

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

Produc function

A data frame containing :<dl>
<dt>state</dt>
<dd>the state</dd><dt>year</dt>
<dd>the year</dd><dt>region</dt>
<dd>the region</dd><dt>pcap</dt>
<dd>public capital stock</dd><dt>hwy</dt>
<dd>highway and streets</dd><dt>water</dt>
<dd>water and sewer facilities</dd><dt>util</dt>
<dd>other public buildings and structures</dd><dt>pc</dt>
<dd>private capital stock</dd><dt>gsp</dt>
<dd>gross state product</dd><dt>emp</dt>
<dd>labor input measured by the employment in non--agricultural payrolls</dd><dt>unemp</dt>
<dd>state unemployment rate</dd>
 
</dl>

Format

US States Production — Produc

A data frame containing :<dl>
<dt>state</dt>
<dd>the state</dd>

<dt>year</dt>
<dd>the year</dd>

<dt>region</dt>
<dd>the region</dd>

<dt>pcap</dt>
<dd>public capital stock</dd>

<dt>hwy</dt>
<dd>highway and streets</dd>

<dt>water</dt>
<dd>water and sewer facilities</dd>

<dt>util</dt>
<dd>other public buildings and structures</dd>

<dt>pc</dt>
<dd>private capital stock</dd>

<dt>gsp</dt>
<dd>gross state product</dd>

<dt>emp</dt>
<dd>labor input measured by the employment in non--agricultural payrolls</dd>

<dt>unemp</dt>
<dd>state unemployment rate</dd>
 
</dl>

US States Production

Produc: US States Production

Description

Arguments

Format

Details

References