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The panelhetero package provides tools for estimating the degree of heterogeneity acorss cross-sectional units using panel data. The methods are developed by the following papers:

Intsallation

Run:

install.packages("panelhetero")

or

# install.packages("devtools") # if necessary
devtools::install_github("tkhdyanagi/panelhetero", build_vignettes = TRUE)

References

  • Okui, R. and Yanagi, T., 2019. Panel data analysis with heterogeneous dynamics. Journal of Econometrics, 212(2), pp.451-475. Link
  • Okui, R. and Yanagi, T., 2020. Kernel estimation for panel data with heterogeneous dynamics. The Econometrics Journal, 23(1), pp.156-175. Link