{ "_id": "6ac2081c773a0037682c0cc7", "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": "2026-10-04 07:42:56 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", "_user": "muswaseja92", "_type": "src", "_file": "dcce_0.4.2.tar.gz", "_fileid": "https://r2.ropensci.org/2df55c0765d845d7015ce01999e2b5944045fe3667546b40748d1a31d707e5ac", "_filesize": 723626, "_sha256": "2df55c0765d845d7015ce01999e2b5944045fe3667546b40748d1a31d707e5ac", "_expires": "2027-01-12T08:02:34.000Z", "_created": "2026-10-04T07:42:56.000Z", "_published": "2026-10-04T08:02:36.213Z", "_jobs": [ { "job": 111389923071, "time": 195, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11297510423" }, { "job": 111389923081, "time": 148, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11296459409" }, { "job": 111389923049, "time": 141, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11296879624" }, { "job": 111389923098, "time": 148, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11296729856" }, { "job": 111389923054, "time": 167, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "11297346143" }, { "job": 111389923133, "time": 269, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "11297911475" }, { "job": 111389923123, "time": 176, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11297426583" }, { "job": 111389923091, "time": 257, "config": "macos-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11297641153" }, { "job": 111389182747, "time": 282, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "11296629904" }, { "job": 111389923099, "time": 106, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "11297505265" }, { "job": 111389923118, "time": 422, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11297515556" }, { "job": 111389923073, "time": 170, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11297168598" }, { "job": 111389923155, "time": 153, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "11296974371" }, { "job": 111389923113, "time": 457, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11297760726" }, { "job": 111389923106, "time": 171, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11297470465" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/muswaseja92/actions/runs/37186405178", "_status": "success", "_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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