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OrthoPanels

Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

Implements the orthogonal reparameterization approach recommended by Lancaster (2002) to estimate dynamic panel models with fixed effects (and optionally: panel specific intercepts). The approach uses a likelihood-based estimator and produces estimates that are asymptotically unbiased as N goes to infinity, with a T as low as 2.

Versions across snapshots

VersionRepositoryFileSize
1.2-4 rolling linux/jammy R-4.5 OrthoPanels_1.2-4.tar.gz 166.2 KiB
1.2-4 rolling linux/noble R-4.5 OrthoPanels_1.2-4.tar.gz 166.1 KiB
1.2-4 rolling source/ R- OrthoPanels_1.2-4.tar.gz 106.4 KiB
1.2-4 latest linux/jammy R-4.5 OrthoPanels_1.2-4.tar.gz 166.2 KiB
1.2-4 latest linux/noble R-4.5 OrthoPanels_1.2-4.tar.gz 166.1 KiB
1.2-4 latest source/ R- OrthoPanels_1.2-4.tar.gz 106.4 KiB
1.2-4 2026-04-26 source/ R- OrthoPanels_1.2-4.tar.gz 106.4 KiB
1.2-4 2026-04-23 source/ R- OrthoPanels_1.2-4.tar.gz 106.4 KiB
1.2-4 2026-04-09 windows/windows R-4.5 OrthoPanels_1.2-4.zip 169.2 KiB
1.2-4 2025-04-20 source/ R- OrthoPanels_1.2-4.tar.gz 106.4 KiB

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