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ycroissant / plm Public

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pgmm: one-step GMM models non-robust vcov fixed, activated argument fsm, improved code layout and comments#63

Merged

tappek merged 9 commits intomainycroissant/plm:mainfrom pgmm_mtestycroissant/plm:pgmm_mtestCopy head branch name to clipboard

Jan 3, 2025

+1,029-450

Conversation Commits9 (9)Checks Files changed

Commits

Commits on Jan 2, 2025

pgmm: fix normal (non-robust) covariance matrix (now replicated Arellano/Bond (1991), table 4, cols a1, a2); adjust vcovHC.pgmm accordingly (to make use of fixed non-robust covariance matrix) and d…
tappek
committed
pgmm: doc/tests: mention/add Windmeijer
tappek
committed
more precise
tappek
committed
update a test file for previous commit fixing pgmm's onestep non-robust vcov
tappek
committed

Commits on Jan 3, 2025

mtest: only code layout for clarity
tappek
committed
Merge branch 'pgmm_mtest' of https://github.com/ycroissant/plm into pgmm_mtest
tappek
committed
pgmm: fix arg 'fsm' (can now be set by end-user, add some argument checks)
tappek
committed
doc only: fix typo
tappek
committed
mtest: only speed improvement by saving intermediate result, rename variables for code clarity
tappek
committed

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