David A. Kim
2012-Apr-19 16:37 UTC
[R] Multiple equation models in time-series cross-section (panel) data
Hello, Could anyone recommend a package for multiple (i.e., structurally linked) equation models for time-series cross-section data? I've been using the "plm" package for single-equation, fixed effects models, but have not been able to find a package with similar functionality for models with multiple correlated outcomes. Many thanks, David