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.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | MASS |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown, kableExtra, xtsum, spelling |
| Published: | 2026-02-20 |
| DOI: | 10.32614/CRAN.package.csdm (may not be active yet) |
| Author: | Joao Claudio Macosso [aut, cre] |
| Maintainer: | Joao Claudio Macosso <joaoclaudiomacosso at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README, NEWS |
| CRAN checks: | csdm results |
| Reference manual: | csdm.html , csdm.pdf |
| Vignettes: |
Introduction to csdm (source, R code) |
| Package source: | csdm_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): csdm_1.0.0.tgz, r-oldrel (arm64): csdm_1.0.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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