Panel Data Toolbox v2.0是一个基于MATLAB开发的新工具包,包含了估计主要经济计量方法的函数。
Panel Data Toolbox v2.0 is a new package for MATLAB that includes functions to estimate the main econometric methods of panel data analysis.
该软件包涵盖了标准的固定、中间和随机效应方法,这些方法被扩展以考虑工具变量以及空间面板数据规范。
The package covers the standard fixed, between and random effects methods, that are extended to allow for instrumental variables, as well as spatial panel data specifications.
以下网站的论文描述了该工具箱的具体功能。
Journal paper describing the functionality of the toolbox can be found here:
https://ideas.repec.org/a/jss/jstsof/v076i06.html
参考文献:
Álvarez, Inmaculada C.; Barbero, Javier and Zofío, José L, (2017) A Panel Data Toolbox for MATLAB. Journal of Statistical Software. Volume 76, Issue 6, pp 1-27
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