A Panel Data Toolbox for MATLAB

被引：19

作者：

Alvarez, Inmaculada C. ^{[1
]}

Barbero, Javier ^{[1
]}

Zofio, Jose L. ^{[1
]}

机构：

[1] Univ Autonoma Madrid, Dept Econ, E-28049 Madrid, Spain

来源：

JOURNAL OF STATISTICAL SOFTWARE | 2017年 / 76卷 / 06期

关键词：

panel data; instrumental panel; spatial panel; econometrics; MATLAB; SPATIAL AUTOREGRESSIVE MODEL; ROBUST STANDARD ERRORS; SIMULTANEOUS-EQUATIONS; MATRIX ESTIMATOR; CROSS-SECTION; TIME-SERIES; SPECIFICATION; ECONOMETRICS; CLIFF;

D O I：

10.18637/jss.v076.i06

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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.

引用

页码：1 / 27

页数：27

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