Cross-Sectional Dependence Models

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Documentation for package ‘csdm’ version 2.0.0

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augment.csdm_fit Tidy model coefficients, fit statistics, and observations
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
cross_sectional_avg Cross-sectional averages by time (with optional leave-one-out)
csdm Panel Model Estimation with Cross-Sectional Dependence
csdm_csa Specification: Cross-sectional averages (CSA)
csdm_extract Extract fitted model data and sample information
csdm_lr Specification: Long-run configuration
csdm_pooled Deprecated pooled-constraint specification
csdm_tidy Tidy model coefficients, fit statistics, and observations
csdm_vcov Specification: Mean-group variance-covariance estimator
df.residual.csdm_fit Extract fitted model data and sample information
fitted.csdm_fit Extract fitted panel values
formula.csdm_fit Extract fitted model data and sample information
glance.csdm_fit Tidy model coefficients, fit statistics, and observations
model.frame.csdm_fit Extract fitted model data and sample information
model.matrix.csdm_fit Extract fitted model data and sample information
nobs.csdm_fit Extract fitted model data and sample information
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
terms.csdm_fit Extract fitted model data and sample information
tidy.csdm_fit Tidy model coefficients, fit statistics, and observations
update.csdm_fit Update a fitted panel model
vcov.csdm_fit Extract coefficient covariance matrix from a fitted csdm model