Panel Data Analysis with Heterogeneous Dynamics


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Documentation for package ‘panelhetero’ version 1.0.0

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acor Compute the autocorrelation of time series
acov Compute the autocovariance of time series
ecdfest Compute empirical CDF estimate
error1 Error handling 1
error2 Error handling 2
error3 Error handling 3
hpj1_boot Compute bootstrap HPJ empirical CDF estimate for odd T
hpj2_boot Compute bootstrap HPJ empirical CDF estimate for even T
hpjecdf The HPJ bias-corrected empirical CDF estimation
hpjecdfest1 Compute HPJ bias-corrected empirical CDF estimate for even T
hpjecdfest2 Compute HPJ bias-corrected empirical CDF estimate for odd T
hpjkd The HPJ bias-corrected kernel density estimation
hpjkdest1 Compute HPJ kernel density estimates for even T
hpjkdest2 Compute HPJ kernel density estimates for odd T
hpjmoment The HPJ bias-corrected estimation of the moments
hpjmomentest1 Compute HPJ bias-corrected estimates of the moments for even T
hpjmomentest2 Compute HPJ bias-corrected estimates of the moments for odd T
kdest Compute kernel density estimates
momentest Compute the estimates of the moments
neecdf The naive empirical CDF estimation without bias correction
nekd The naive kernel density estimation
nemoment The naive estimation of the moments
ne_boot Compute bootstrap empirical CDF estimate
simulation Generate artificial data
toj0_boot Compute bootstrap TOJ empirical CDF estimate for T equivalent to 0 modulo 6
toj1_boot Compute bootstrap TOJ empirical CDF estimate for T equivalent to 1 modulo 6
toj2_boot Compute bootstrap TOJ empirical CDF estimate for T equivalent to 2 modulo 6
toj3_boot Compute bootstrap TOJ empirical CDF estimate for T equivalent to 3 modulo 6
toj4_boot Compute bootstrap TOJ empirical CDF estimate for T equivalent to 4 modulo 6
toj5_boot Compute bootstrap TOJ empirical CDF estimate for T equivalent to 5 modulo 6
tojecdf The TOJ bias-corrected empirical CDF estimation
tojecdfest0 Compute TOJ empirical CDF estimate for T equivalent to 0 modulo 6
tojecdfest1 Compute TOJ empirical CDF estimate for T equivalent to 1 modulo 6
tojecdfest2 Compute TOJ empirical CDF estimate for T equivalent to 2 modulo 6
tojecdfest3 Compute TOJ empirical CDF estimate for T equivalent to 3 modulo 6
tojecdfest4 Compute TOJ empirical CDF estimate for T equivalent to 4 modulo 6
tojecdfest5 Compute TOJ empirical CDF estimate for T equivalent to 5 modulo 6
tojkd The TOJ bias-corrected kernel density estimation
tojkdest0 Compute TOJ kernel density estimates for T equivalent to 0 modulo 6
tojkdest1 Compute TOJ kernel density estimate for T equivalent to 1 modulo 6
tojkdest2 Compute TOJ kernel density estimate for T equivalent to 2 modulo 6
tojkdest3 Compute TOJ kernel density estimate for T equivalent to 3 modulo 6
tojkdest4 Compute TOJ kernel density estimate for T equivalent to 4 modulo 6
tojkdest5 Compute TOJ kernel density estimate for T equivalent to 5 modulo 6
tojmoment The TOJ bias-corrected estimation of the moments
tojmomentest0 Compute TOJ bias-corrected estimates for T equivalent to 0 modulo 6
tojmomentest1 Compute TOJ bias-corrected estimates for T equivalent to 1 modulo 6
tojmomentest2 Compute TOJ bias-corrected estimate for T equivalent to 2 modulo 6
tojmomentest3 Compute TOJ bias-corrected estimate for T equivalent to 3 modulo 6
tojmomentest4 Compute TOJ bias-corrected estimates for T equivalent to 4 modulo 6
tojmomentest5 Compute TOJ bias-corrected estimate for T equivalent to 5 modulo 6