pdynmc

0.9.12

Moment Condition Based Estimation of Linear Dynamic Panel Data Models

0packages depend

7.4Kdownloads / year

0.0%test coverage

12/13checks pass

Overview

About

Maintained by Markus FritschFirst published 2020-02-0114 releasesCRAN page ↗GitHub ↗

Linear dynamic panel data modeling based on linear and nonlinear moment conditions as proposed by Holtz-Eakin, Newey, and Rosen (1988) doi:10.2307/1913103, Ahn and Schmidt (1995) doi:10.1016/0304-4076(94)01641-C, and Arellano and Bover (1995) doi:10.1016/0304-4076(94)01642-D. Estimation of the model parameters relies on the Generalized Method of Moments (GMM) and instrumental variables (IV) estimation, numerical optimization (when nonlinear moment conditions are employed) and the computation of closed form solutions (when estimation is based on linear moment conditions). One-step, two-step and iterated estimation is available. For inference and specification testing, Windmeijer (2005) doi:10.1016/j.jeconom.2004.02.005 and doubly corrected standard errors (Hwang, Kang, Lee, 2021 doi:10.1016/j.jeconom.2020.09.010) are available. Additionally, serial correlation tests, tests for overidentification, and Wald tests are provided. Functions for visualizing panel data structures and modeling results obtained from GMM estimation are also available. The plot methods include functions to plot unbalanced panel structure, coefficient ranges and coefficient paths across GMM iterations (the latter is implemented according to the plot shown in Hansen and Lee, 2021 doi:10.3982/ECTA16274). For a more detailed description of the GMM-based functionality, please see Fritsch, Pua, Schnurbus (2021) doi:10.32614/RJ-2021-035. For more details on the IV-based estimation routines, see Fritsch, Pua, and Schnurbus (WP, 2024) and Han and Phillips (2010) doi:10.1017/S026646660909063X.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("pdynmc", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("markusfritsch/pdynmc")

Development version from markusfritsch/pdynmc. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-pdynmc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-pdynmc

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-pdynmc

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 9.7 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.22

0.0%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 200 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 94%
Documented parameters: 98%
Return-value docs: 100%
References docs: 30%

Downloads

7.4K

CRAN downloads in the past year

Rank #5,744 · ~20/day · ~616/mo

Releases R versions

Daily download trend is not available in this view yet.

43730 days

1.6K90 days

7.4K1 year

Compare downloads with other packages →

Also on131 r2u1 autocran66 c2d4u

Repository

GitHub ↗ markusfritsch/pdynmc

7Stars

3Forks

3Open issues

0Open PRs

0Releases

501Commits

4Contributors

501 commits · Last activity 2025-05-22 · 0% stars, 30d

Stars over time

2025-07-04 · 62026-07-07 · 7

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/markusfritsch/pdynmc on 2026-07-31.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (7)

data.tableMASSMatrix (>= 1.2-17)methodsoptimx stats (>= 3.6.0)Rdpack

LinkingTo (0)

none

Suggests (3)

pder testthat R.rsp

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Markus Fritsch

Author, Maintainer

Authors (3)

Markus Fritsch

Author, Maintainer

Andrew Adrian Yu Pua

Author

Joachim Schnurbus

Author

Package Timeline

14 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.9.12Latest
2025-02-20 · current release · diff ↗
0.9.11
2024-07-12 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.9.10
2023-11-24 · diff ↗
0.9.9
2023-06-06 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.9.8
2022-08-30 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.9.7
2022-03-24 · diff ↗
0.9.6
2021-10-14 · diff ↗
0.9.5
2021-08-13 · diff ↗
0.9.4
2021-06-14 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.9.3
2020-12-05 · diff ↗

Show 6 earlier events

0.9.2
2020-09-17 · diff ↗
0.9.1
2020-07-27 · diff ↗
0.9.0
2020-05-07 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.8.0
2020-02-01
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2020-02-01
Total releases: 14 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.6.0
Bundled data: 37 KB / 2 files
Download size: 955 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Econometrics

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