Have you looked here? https://cran.r-project.org/web/views/Econometrics.html
Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Sat, Jun 26, 2021 at 1:34 AM John <miao...@gmail.com> wrote: > Hi, > > I would like to conduct estimation for dynamic panel data with weight in > order to account for the importance of each observation. Is there any > package that can do it? > > To my knowledge, there are two packages that are closest to my goal, but > they do not do it. (Correct me if I am wrong) > > 1. plm -- panel data estimation; the latest version can account for weight, > but no "dynamic" > > 2. pdynmc -- dynamic panel data, but no weight > > Thanks, > > J > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
