csdm
Cross-Sectional Dependence Models
Provides estimators and utilities for large panel-data models with cross-sectional dependence, including mean group (MG), common correlated effects (CCE) and dynamic CCE (DCCE) estimators, and cross-sectionally augmented ARDL (CS-ARDL) specifications, plus related inference and diagnostics.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
2026-04-09 windows/windows R-4.5 | csdm_1.0.1.zip |
292.3 KiB |