I’m starting to use the GMM estimator with panel data in R. I´ve read the
document «Panel Data Econometrics in R: The plm Package» (Croissant and
Millo).

In Stata before using the functions lag() or diff() we must sort the data by
individual and by time. I would like to know if I have to do something like
this in R. 

If you know any other interesting document about panel data in R please let
me know.

Thank you for your help,

Cecília Carmo (Universidade de Aveiro – Portugal)

 


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