{ "_id": "6adc80cead718eea59eccf76", "Package": "dcce", "Title": "Dynamic Common Correlated Effects Estimation for Panel Data", "Version": "0.4.2", "Authors@R": "person(\"Mustapha\", \"Wasseja\", role = c(\"aut\", \"cre\"),\nemail = \"muswaseja@gmail.com\")", "Description": "Estimates heterogeneous coefficient models for large\npanels with cross-sectional dependence. Implements the Mean\nGroup (MG) estimator of Pesaran and Smith (1995)\n, the Common Correlated\nEffects (CCE) and Dynamic CCE (DCCE) estimators of Pesaran\n(2006) and Chudik and\nPesaran (2015) , the\nregularized CCE of Juodis (2022), the Augmented Mean Group\n(AMG) of Eberhardt and Teal (2010), the Interactive Fixed\nEffects (IFE) estimator of Bai (2009) ,\nand long-run estimators including Cross-Sectionally augmented\nDistributed Lag (CS-DL), Cross-Sectionally augmented\nAutoregressive Distributed Lag (CS-ARDL), and Pooled Mean Group\n(PMG) (Chudik et al. 2016; Shin et al. 1999). Also provides\nrolling-window estimation, high-dimensional fixed effect\nabsorption, spatial CCE via user-supplied weight matrices, and\nstructural break tests (Chow and sup-Wald) following Andrews\n(1993), Bai and Perron (1998), and Ditzen, Karavias and\nWesterlund (2024). Supplies a comprehensive cross-sectional\ndependence (CD) test suite including the Pesaran (2015) CD test\n, the Juodis and Reese (2022)\nrandomized weighted CD (CDw) test, the Baltagi et al. (2012)\nbias-adjusted weighted CD (CDw+) test, the Fan et al. (2015)\nPower Enhancement Approach (PEA) test, and the Pesaran and Xie\n(2021) bias-corrected CD (CD*) test. Further diagnostics\ninclude the Pesaran (2007) Cross-sectionally Augmented IPS\n(CIPS) panel unit root test , the\nWesterlund (2007) panel cointegration tests, the Dumitrescu and\nHurlin (2012) panel Granger causality test, the Im-Pesaran-Shin\n(IPS) and Levin-Lin-Chu (LLC) panel unit root tests, the\nPedroni (2004) and Kao (1999) residual cointegration tests, the\nSwamy (1970) and Pesaran and Yamagata (2008) slope homogeneity\ntests, a Hausman-type test for MG versus pooled, the exponent\nof cross-sectional dependence from Bailey et al. (2016)\n, information criteria for\nCross-Sectional Average (CSA) selection, the rank condition\nclassifier, impulse response functions, cross-section and wild\nbootstrap inference, and 'broom'-compatible methods.", "License": "GPL (>= 3)", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.3", "VignetteBuilder": "knitr", "Config/testthat/edition": "3", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-10-24 09:51:11 UTC", "User": "root" }, "Author": "Mustapha Wasseja [aut, cre]", "Maintainer": "Mustapha Wasseja ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-05-05 20:36:34 UTC", "RemoteUrl": "https://github.com/cran/dcce", "RemoteRef": "HEAD", "RemoteSha": "8d28b601d40a6f43f926f0cfbfefefafecd2d157", "_user": "cran", "_type": "src", "_file": "dcce_0.4.2.tar.gz", "_fileid": "https://r2.ropensci.org/41ecce57780c7ce53c300a5fa868190628fb0b5794fee25442f2763dd639e57a", "_filesize": 718684, "_sha256": "41ecce57780c7ce53c300a5fa868190628fb0b5794fee25442f2763dd639e57a", "_expires": "2027-02-01T09:56:29.000Z", "_created": "2026-10-24T09:51:11.000Z", "_published": "2026-10-24T09:56:30.860Z", "_upstream": "https://github.com/cran/dcce", "_status": "success", "_maintainer": { "name": "Mustapha Wasseja", "email": "muswaseja@gmail.com", "login": "muswaseja92", "description": "My interests are on Big Data. 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