{ "_id": "6a226cb2cd65a98ecbd47172", "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": "2026-06-05 06:21:48 UTC", "User": "root" }, "Author": "Mustapha Wasseja [aut, cre]", "Maintainer": "Mustapha Wasseja ", "Repository": "https://muswaseja92.r-universe.dev", "Date/Publication": "2026-05-05 20:36:34 UTC", "RemoteUrl": "https://github.com/cran/dcce", "RemoteRef": "HEAD", "RemoteSha": "8d28b601d40a6f43f926f0cfbfefefafecd2d157", "MD5sum": "04b29a7879795d24cb1f9380dd53c65a", "_user": "muswaseja92", "_type": "src", "_file": "dcce_0.4.2.tar.gz", "_fileid": "656319fbf19bd83ed71b802ff419acd1438967b3153fbf732a8b884d941ee747", "_filesize": 719904, "_sha256": "656319fbf19bd83ed71b802ff419acd1438967b3153fbf732a8b884d941ee747", "_created": "2026-06-05T06:21:48.000Z", "_published": "2026-06-05T06:29:06.019Z", "_distro": "noble", "_jobs": [ { "job": 79675299777, "time": 176, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7430190682" }, { "job": 79675299792, "time": 161, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7430187003" }, { "job": 79675299793, "time": 184, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7430192598" }, { "job": 79675299796, "time": 191, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7430193770" }, { "job": 79675299758, "time": 130, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7430193218" }, { "job": 79675299790, "time": 250, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7430214270" }, { "job": 79675299753, "time": 160, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7430188874" }, { "job": 79675299789, "time": 290, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7430235646" }, { "job": 79674815855, "time": 253, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7430149424" }, { "job": 79675299737, "time": 123, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7430178329" }, { "job": 79675299791, "time": 189, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7430193317" }, { "job": 79675299757, "time": 164, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7430187642" }, { "job": 79675299755, "time": 155, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7430185206" } ], "_buildurl": "https://github.com/r-universe/muswaseja92/actions/runs/26998971779", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/dcce", "_commit": { "id": "8d28b601d40a6f43f926f0cfbfefefafecd2d157", "author": "Mustapha Wasseja ", "committer": "cran-robot ", "message": "version 0.4.2\n", "time": 1778013394 }, "_maintainer": { "name": "Mustapha Wasseja", "email": "muswaseja@gmail.com", "login": "muswaseja92", "description": "My interests are on Big Data. 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