文章基本信息

标题：A Panel Data Toolbox for MATLAB
本地全文：下载
作者：Inmaculada C. Álvarez ; Javier Barbero ; José L. Zofío 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2017
卷号：76
期号：1
页码：1-27
语种：English
出版社：University of California, Los Angeles
摘要：Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panels and a wide array of spatial panels. A full set of relevant tests is also included. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software to show the validity of the results.
关键词：panel data;instrumental panel;spatial panel;econometrics;MATLAB