Panel Data Analysis with Heterogeneous Time Trends


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Documentation for package ‘phtt’ version 3.1.2

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phtt-package Panel Data Analysis with Heterogeneous Time Trends
checkSpecif Tests to check the model specifications
checkSpecification Tests to check the model specifications
Cigar Cigarette Consumption
DGP1 Simulated Panel-Data Set with Polynomial Factor Structure and _exogenous_ regressors.
DGP2 Simulated Panel-Data Set with Polynomial Factor Structure and _endogenous_ regressors.
Eup Eup-Routine
Eup.default Eup-Routine
KSS KSS-Routine
KSS.default KSS-Routine
OptDim Estimation of the Factor Dimension
OptDim.default Estimation of the Factor Dimension
phtt Panel Data Analysis with Heterogeneous Time Trends