[R] Dynamic Panel Analysis in R

Johannes Habel johannes.habel at gmx.de
Sat Feb 14 12:41:34 CET 2009

Hi Tanveer,

the PLM package includes the possibility to estimate instrumental variable
models. It also includes a function PGMM to estimate GMM models. Try
?pgmm... By the way, if you manage to make this function work, I'd be glad
for a quick note. I've been ecountering massive problems with this


C.T.Shehzad wrote:
> Hi!
> I am quite a new user of R. I wanted to ask if there was some package 
> for dynamic panel analysis (with Arneallo-Bond Method) like stata. PLM 
> is for panel analysis but not for dynamic.
> Best regards,
> Tanveer
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