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pdynmc: A Package for Estimating Linear Dynamic Panel Data Models Based on Nonlinear Moment Conditions

Fritsch, M; Pua, AAY; Schnurbus, J

Fritsch, M (corresponding author), Univ Passau, Sch Business Econ & Informat Syst, D-94032 Passau, Germany.

R JOURNAL, 2021; 13 (1): 218

Abstract

This paper introduces pdynmc, an R package that provides users sufficient flexibility and precise control over the estimation and inference in linear ......

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