A Panel Data Toolbox for MATLAB
Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental pa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2017-01-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2998 |
| _version_ | 1828840630299656192 |
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| author | Inmaculada C. Álvarez Javier Barbero José L. Zofío |
| author_facet | Inmaculada C. Álvarez Javier Barbero José L. Zofío |
| author_sort | Inmaculada C. Álvarez |
| collection | DOAJ |
| description | Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panels and a wide array of spatial panels. A full set of relevant tests is also included. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software to show the validity of the results. |
| first_indexed | 2024-12-12T19:46:11Z |
| format | Article |
| id | doaj.art-80ace5fff05b4ebe972dcea6c16a2cc7 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-12-12T19:46:11Z |
| publishDate | 2017-01-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-80ace5fff05b4ebe972dcea6c16a2cc72022-12-22T00:14:05ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602017-01-0176112710.18637/jss.v076.i061080A Panel Data Toolbox for MATLABInmaculada C. ÁlvarezJavier BarberoJosé L. ZofíoPanel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panels and a wide array of spatial panels. A full set of relevant tests is also included. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software to show the validity of the results.https://www.jstatsoft.org/index.php/jss/article/view/2998panel datainstrumental panelspatial paneleconometricsMATLAB |
| spellingShingle | Inmaculada C. Álvarez Javier Barbero José L. Zofío A Panel Data Toolbox for MATLAB Journal of Statistical Software panel data instrumental panel spatial panel econometrics MATLAB |
| title | A Panel Data Toolbox for MATLAB |
| title_full | A Panel Data Toolbox for MATLAB |
| title_fullStr | A Panel Data Toolbox for MATLAB |
| title_full_unstemmed | A Panel Data Toolbox for MATLAB |
| title_short | A Panel Data Toolbox for MATLAB |
| title_sort | panel data toolbox for matlab |
| topic | panel data instrumental panel spatial panel econometrics MATLAB |
| url | https://www.jstatsoft.org/index.php/jss/article/view/2998 |
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