Title: R-Package pdynmc: GMM estimation of dynamic panel data models based on nonlinear moment conditions
Authors: Markus Fritsch - University of Passau (Germany)
Andrew Adrian Yu Pua - Xiamen University (China)
Joachim Schnurbus - University of Passau (Germany) [presenting]
Abstract: The R package pdynmc provides sufficient flexibility and precise control over the estimation and inference in linear dynamic panel data models. The package allows for the inclusion of nonlinear moment conditions and the use of iterated GMM; additionally, visualizations for data structure and estimation results are provided. The current implementation reflects recent developments in literature, uses sensible argument defaults, and aligns commercial and noncommercial estimation commands.