Panel Data Toolbox v2.0 is a new package for MATLAB that includes functions to estimate the main econometric methods of panel data analysis. The package covers the standard fixed, between and random effects methods, that are extended to allow for instrumental variables, as well as spatial panel data specifications.
A working paper describing the functionality of the toolbox can be found here:
Copyright 2013-2015 Inmaculada C. Álvarez, Javier Barbero, José L. Zofío
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