R help - Jun 2021 - dynamic panel data with weight

Hi,

   I would like to conduct estimation for dynamic panel data with weight in
order to account for the importance of each observation. Is there any
package that can do it?

   To my knowledge, there are two packages that are closest to my goal, but
they do not do it. (Correct me if I am wrong)

1. plm -- panel data estimation; the latest version can account for weight,
but no "dynamic"

2. pdynmc -- dynamic panel data, but no weight

   Thanks,

J

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Have you looked here?
https://cran.r-project.org/web/views/Econometrics.html

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Sat, Jun 26, 2021 at 1:34 AM John <miaojpm at gmail.com> wrote:
> Hi,
>
>    I would like to conduct estimation for dynamic panel data with weight in
> order to account for the importance of each observation. Is there any
> package that can do it?
>
>    To my knowledge, there are two packages that are closest to my goal, but
> they do not do it. (Correct me if I am wrong)
>
> 1. plm -- panel data estimation; the latest version can account for weight,
> but no "dynamic"
>
> 2. pdynmc -- dynamic panel data, but no weight
>
>    Thanks,
>
> J
>
>         [[alternative HTML version deleted]]
>
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>
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