Cigar Cigarette Consumption Crime Crime in North Carolina EmplUK Employment and Wages in the United Kingdom Gasoline Gasoline Consumption Grunfeld Grunfeld's Investment Data Hedonic Hedonic Prices of Census Tracts in the Boston Area LaborSupply Wages and Hours Worked Males Wages and Education of Young Males Produc US States Production Snmesp Employment and Wages in Spain SumHes The Penn World Table, v. 5 Wages Panel Data of Individual Wages dynformula Dynamic Formula ercomp Estimation of the error components fixef.plm Extract the Fixed Effects mtest Arellano-Bond test of Serial Correlation pFormula pFormula: An extended Formula interface for panel data pFtest F Test for Individual and/or Time Effects pbgtest Breusch-Godfrey Test for Panel Models pbltest Baltagi and Li Serial Dependence Test For Random Effects Models pbsytest Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models pcdtest Tests of cross-section dependence for panel models pdata.frame data.frame for panel data pdim Check for the Dimensions of the Panel pdwtest Durbin-Watson Test for Panel Models pggls General FGLS Estimators pgmm Generalized Method of Moments (GMM) Estimation for Panel Data pht Hausman-Taylor Estimator for Panel Data phtest Hausman Test for Panel Models plm Panel Data Estimators plm.data Data Frame Special Format for Panel Data plmtest Lagrange Multiplier Tests for Panel Models pmodel.response A function to extract the model.response pooltest Test of Poolability pseries panel series purtest Unit root tests for panel data pvar Check for Cross-Sectional and Time Variation pvcm Variable Coefficients Models for Panel Data pwartest Wooldridge Test for AR(1) Errors in FE Panel Models pwfdtest Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models pwtest Wooldridge's Test for Unobserved Effects in Panel Models sargan Hansen-Sargan Test of Overidentifying Restrictions vcovBK Beck and Katz Robust Covariance Matrix Estimators vcovHC.plm Robust Covariance Matrix Estimators vcovSCC Driscoll and Kraay (1998) Robust Covariance Matrix Estimator