Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. plm is a package for R which intends to make the estimation of linear panel models straightforward. plm provides functions to estimate a wide variety of models and to make (robust) inference.
Journal of Statistical Software
Source / Citation
Croissant, Y. and G. Millo. 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, 27(2): 1-43.