Cross-Sectional Dependence Models

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Documentation for package ‘csdm’ version 1.0.0

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cd_test Cross-sectional dependence (CD) tests for panel residuals
cd_test.csdm_fit Cross-sectional dependence (CD) tests for panel residuals
cd_test.default Cross-sectional dependence (CD) tests for panel residuals
coef.csdm_fit Extract model coefficients from a fitted csdm model
csdm Panel Model Estimation with Cross Section Dependence
csdm_csa Specification: Cross-sectional averages (CSA)
csdm_lr Specification: Long-run configuration
csdm_pooled Specification: Pooled constraints (stub)
csdm_vcov Specification: Variance-covariance for MG output (stub)
predict.csdm_fit Predict method for csdm models
print.cd_test Cross-sectional dependence (CD) tests for panel residuals
print.csdm_fit Compact print method for fitted csdm models
print.summary.csdm_fit Print method for csdm summary objects
PWT_60_07 Penn World Tables panel (93 countries, 1960–2007)
residuals.csdm_fit Extract residual matrix from a fitted csdm model
summary.csdm_fit Summarize csdm model estimation results
vcov.csdm_fit Extract coefficient covariance matrix from a fitted csdm model