greeners-panel

Panel-data and longitudinal estimators.

Estimators

• FixedEffects / RandomEffects — fixed and random effects models.
• BetweenEstimator / PCSE / PanelGLS — between, panel-corrected and GLS estimators.
• FE2SLS / PanelIvResult — panel instrumental variables.
• ArellanoBond / SystemGmm — dynamic panel GMM.
• PanelVAR — panel vector autoregression.
• PSTR — panel smooth transition regression.
• PanelThreshold — threshold regression for panels.
• PanelQuantile — panel quantile regression.
• PanelHeckman / PanelTobit — panel sample selection and censored models.
• FAPanel — factor-augmented panel.
• RobustHausman / RobustFTest — robust specification tests.

Usage

[dependencies]
greeners-panel = "2.0"

use greeners_panel::{FixedEffects, BetweenEstimator};

let fe = FixedEffects::from_formula(...).unwrap();

Design notes

Common panel types are re-exported at the crate root. Result types with colliding names remain namespaced.