Panel Data Econometrics inR: TheplmPackage

Econometrics: Panel Data Methods

Panel Data Econometrics in R: The plm Package

This introduction to the plm package is a slightly modified version of Croissant and Millo (2008), published in the Journal of Statistical Software. Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. plm is a package for R which intends to make the estimation of linear panel models straightforward. plm pro...

آزمون نظریه رشد نئوکلاسیک (برداشت Panel Data)

The Effect of the Budget on Regional Inequality of Iran Using Panel Spatial Econometrics Model

In this study, in order to assess and evaluate the role of the budget in the regional disparity of the country, the absolute beta and beta convergence of per capita income of the provinces of the country with the presence of allocation of government funds to the provinces variable's during the period from 1389 to 1393, with using panel spatial econometrics method. Based on the results, the slop...

The Econometrics of High Frequency Data

There has in recent years been a vast increase in the amount of high frequency data available. There has also been an explosion in the literature on the subject. In this course, we start from scratch, introducing the probabilistic model for such data, and then turn to the estimation question in this model. We shall be focused on the (for this area) emblematic problem of estimating volatility. S...