Panel Data Econometrics in R: The plm Package

Yves Croissant and Giovanni Millo
Journal of Statistical Software

Panel data econometrics is obviously one of the main fi elds 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.

Publication date
Source / Citation
Croissant, Y. and G. Millo. 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, 27(2): 1-43.