# Dynamic Common Correlated Effects Estimation for Panel Data

## Documentation for package ‘dcce’ version 0.4.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

bootstrap | Bootstrap Inference for DCCE Models
cips_test | Pesaran CIPS Panel Unit Root Test
cips_test.dcce_fit | Pesaran CIPS Panel Unit Root Test
cips_test.default | Pesaran CIPS Panel Unit Root Test
cips_test.matrix | Pesaran CIPS Panel Unit Root Test
coef.dcce_fit | Extract coefficients from a dcce_fit object
cointegration_test | Westerlund (2007) Panel Cointegration Tests
confint.dcce_fit | Confidence intervals for a dcce_fit object
csd_exp | Exponent of Cross-Sectional Dependence
D | Difference operator for dcce formulas
dcce | Dynamic Common Correlated Effects Estimation
dcce_bootstrap | Bootstrap alias that avoids the broom conflict
dcce_rolling | Rolling-Window Panel Estimation
dcce_sim | Simulated Dynamic Panel Dataset
dcce_sim_truth | True Parameters for the Simulated Panel Dataset
dcce_workflow | Automatic Diagnostic Workflow for Panel Data with CSD
fitted.dcce_fit | Extract fitted values from a dcce_fit object
glance.dcce_fit | Glance at a dcce_fit object
granger_test | Dumitrescu-Hurlin Panel Granger Causality Test
hausman_test | Hausman-type Test: MG vs Pooled
irf | Impulse Response Functions for Dynamic Panel Models
L | Lag operator for dcce formulas
Lrange | Lag range operator for dcce formulas
panel_coint_test | Pedroni and Kao Panel Cointegration Tests
panel_ur_test | IPS and LLC Panel Unit Root Tests
panel_ur_test.default | IPS and LLC Panel Unit Root Tests
panel_ur_test.matrix | IPS and LLC Panel Unit Root Tests
pcd_test | Cross-Sectional Dependence Tests
pcd_test.data.frame | Cross-Sectional Dependence Tests
pcd_test.dcce_fit | Cross-Sectional Dependence Tests
pcd_test.default | Cross-Sectional Dependence Tests
pcd_test.matrix | Cross-Sectional Dependence Tests
plot.dcce_fit | Plot method for dcce_fit objects
plot.dcce_irf | Plot a dcce_irf object
plot.dcce_rolling | Plot a dcce_rolling coefficient path
predict.dcce_fit | Predict from a dcce_fit object
print.dcce_boot | Print method for dcce_boot objects
print.dcce_break | Print a dcce_break object
print.dcce_cd | Print method for dcce_cd objects
print.dcce_cips | Print a dcce_cips object
print.dcce_cointegration | Print method for dcce_cointegration
print.dcce_cointegration_extra | Print a dcce_cointegration_extra object
print.dcce_csd | Print method for dcce_csd objects
print.dcce_fit | Print a dcce_fit object
print.dcce_granger | Print a dcce_granger object
print.dcce_hausman | Print a dcce_hausman object
print.dcce_irf | Print a dcce_irf object
print.dcce_rolling | Print a dcce_rolling object
print.dcce_swamy | Print a dcce_swamy object
print.dcce_unit_root | Print a dcce_unit_root object
print.dcce_workflow | Print a dcce_workflow object
pwt8 | Penn World Tables Growth Panel Dataset
rank_condition | Rank Condition Classifier
residuals.dcce_fit | Extract residuals from a dcce_fit object
structural_break_test | Structural Break Tests for Panels with Cross-Sectional Dependence
summary.dcce_fit | Summary for a dcce_fit object
swamy_test | Swamy Slope Heterogeneity Test
tidy.dcce_fit | Tidy a dcce_fit object
update.dcce_fit | Update a dcce_fit object
vcov.dcce_fit | Extract variance-covariance matrix from a dcce_fit object