Hi Tanveer, the PLM package includes the possibility to estimate instrumental variable models. It also includes a function PGMM to estimate GMM models. Try ?pgmm... By the way, if you manage to make this function work, I'd be glad for a quick note. I've been ecountering massive problems with this function...
Best, Johannes C.T.Shehzad wrote: > > Hi! > > I am quite a new user of R. I wanted to ask if there was some package > for dynamic panel analysis (with Arneallo-Bond Method) like stata. PLM > is for panel analysis but not for dynamic. > > Best regards, > > Tanveer > > ______________________________________________ > R-help@r-project.org mailing list > 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. > > -- View this message in context: http://www.nabble.com/Dynamic-Panel-Analysis-in-R-tp22011634p22011830.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list 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.
