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A Panel Data Toolbox for MATLAB

Author

Listed:
  • Álvarez, Inmaculada

    (Departamento de Análisis Económico (Teoría e Historia Económica). UAM)

  • Barbero, Javier

    (Departamento de Análisis Económico (Teoría e Historia Económica). Universidad Autónoma de Madrid.)

  • Zofío, José Luis

    (Departamento de Análisis Económico (Teoría e Historia Económica). Universidad Autónoma de Madrid.)

Abstract

Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panel and new spatial panel. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software in order to show the validity of the results.

Suggested Citation

  • Álvarez, Inmaculada & Barbero, Javier & Zofío, José Luis, 2013. "A Panel Data Toolbox for MATLAB," Working Papers in Economic Theory 2013/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    • Handle: RePEc:uam:wpaper:201305
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    References listed on IDEAS

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    More about this item

    Keywords

    panel data; instrumental panel; spatial panel; econometrics; MATLAB.;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation

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