Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Inmaculada C. Álvarez, Javier Barbero, José L. Zofío
Title: A Panel Data Toolbox for MATLAB
Abstract: Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panels and a wide array of spatial panels. A full set of relevant tests is also included. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software to show the validity of the results.

Page views:: 5844. Submitted: 2013-10-29. Published: 2017-01-11.
Paper: A Panel Data Toolbox for MATLAB     Download PDF (Downloads: 10105)
Supplements: MATLAB source code Download (Downloads: 980; 59KB)
v76i06.m: MATLAB replication code Download (Downloads: 676; 3KB) Replication data Download (Downloads: 519; 64KB) Replication materials for numerical checks Download (Downloads: 461; 152KB)

DOI: 10.18637/jss.v076.i06

This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.