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Panel Data Toolbox for MATLAB

version 2.1 (527 KB) by Javier Barbero Jiménez
A Panel Data Toolbox for MATLAB


Updated 16 Mar 2021

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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.
Journal paper describing the functionality of the toolbox can be found here:

Copyright 2013-2019 Inmaculada C. Álvarez, Javier Barbero, José L. Zofío

Cite As

Álvarez, Inmaculada C.; Barbero, Javier and Zofío, José L, (2017) A Panel Data Toolbox for MATLAB. Journal of Statistical Software. Volume 76, Issue 6, pp 1-27.

Comments and Ratings (4)



Thanks for a great toolbox. One little issue is the Walt test för joint significance when used to robust standard errors. It seems to use the wrong number of degrees of freedom so that it can e.g. produce a negative F-statistic in this case. To take a concrete example I have a balanced panel with N =17 and T=24, this code panel(Paneldata.Bank_number, Paneldata.Time, y1_consumer, [X1_consumer], 'fe','vartype', 'cluster','clusterid',Paneldata.Time) gives Wald F(96,23) and without the clustered standard errors it gives F(96,295).

Ramon Truffer

Omar Joya

MATLAB Release Compatibility
Created with R2015a
Compatible with R2015a and later releases
Platform Compatibility
Windows macOS Linux

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