Employment and Wages in the United Kingdom
Hedonic Prices of Census Tracts in the Boston Area
Arellano-Bond test of Serial Correlation
pFormula: An extended Formula interface for panel data
F Test for Individual and/or Time Effects
Baltagi and Li Serial Dependence Test For Random Effects Models
Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models
Tests of cross-section dependence for panel models
Generalized Method of Moments (GMM) Estimation for Panel Data
Data Frame Special Format for Panel Data
Lagrange Multiplier Tests for Panel Models
A function to extract the model.response
Check for Cross-Sectional and Time Variation
Variable Coefficients Models for Panel Data
Wooldridge Test for AR(1) Errors in FE Panel Models
Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
Wooldridge's Test for Unobserved Effects in Panel Models
Hansen-Sargan Test of Overidentifying Restrictions
Beck and Katz Robust Covariance Matrix Estimators
Driscoll and Kraay (1998) Robust Covariance Matrix Estimator