Package: phtt
Type: Package
Title: Panel Data Analysis with Heterogeneous Time Trends
Version: 2.7
Date: 2012-07-31
Author: Oualid Bada, Dominik Liebl
Maintainer: Dominik Liebl <r.packages.mail@gmail.com>
Depends: R(>= 2.10)
Imports: pspline
Description: The R-package 'phtt' provides estimation procedures for
        panel data with large dimensions n, T, and general forms of
        unobservable heterogeneous effects. Particularly, the
        estimation procedures are those of Bai (2009) and Kneip,
        Sickles, and Song (2012), which complement one another very
        well: both models assume the unobservable heterogeneous effects
        to have a factor structure. The method of Bai (2009) assumes
        that the factors are stationary, whereas the method of Kneip et
        al. (2012) allows the factors to be non-stationary.
        Additionally, the 'phtt' package provides a wide range of
        dimensionality criteria in order to estimate the number of the
        unobserved factors simultaneously with the remaining model
        parameters.
License: GPL-2
LazyLoad: yes
Packaged: 2013-02-25 11:12:46 UTC; dom
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-02-25 15:00:12
