Package index
Panel Gaussian copula estimator
Fixed-effects panel Gaussian copula endogeneity correction (Haschka 2022).
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CopRegPANEL() - Panel copula correction for endogenous regressors with fixed effects
Checking the identifying assumptions
Diagnostics for the identification requirements behind the estimator.
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validity(<copregpanel>)print(<copregpanel.validity>) - Validity / identification diagnostics for a fitted panel copula model
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coef(<copregpanel>) - Coefficients of a fitted panel copula model
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confint(<copregpanel>) - Confidence intervals for the coefficients of a fitted panel copula model
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fitted(<copregpanel>) - Fitted values of a fitted panel copula model
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fixef() - Extract individual (panel) fixed effects
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fixef(<copregpanel>) - Individual (panel) fixed effects of a fitted panel copula model
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formula(<copregpanel>) - Formula of a fitted panel copula model
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logLik(<copregpanel>) - Log-likelihood of a fitted panel copula model
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nobs(<copregpanel>) - Number of observations used by a fitted panel copula model
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predict(<copregpanel>) - Predict from a fitted panel copula model
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print(<copregpanel>) - Print a fitted panel copula model
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residuals(<copregpanel>) - Residuals of a fitted panel copula model
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summary(<copregpanel>)print(<summary.copregpanel>) - Summarize a fitted panel copula model
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vcov(<copregpanel>) - Bootstrap covariance matrix of a fitted panel copula model