Package updates (July 2026)
by Riccardo (Jack) Lucchetti
Dear all,
this message is to inform the community about the activity in our
function package repository. During the month of July 2026, despite the
heat, package developers were very busy: 1 new package was added and 4
more were updated. The updates are
"PTconf", by Sven Schreiber (Permanent-transitory decompositions in I(1)
systems, with estimation uncertainty)
"exogtest", by Allin Cottrell (diff-in-Sargan exogeneity test)
"gqtest", by Oleh Komashko (Goldfeld-Quandt heteroskedasticity test and
weights calculation)
"a_eff", by Oleh Komashko (advanced treatment of marginal effects and
elasticities )
and the new one is
"GFE", by A. Pionati, G. Valentini and myself (grouped fixed effects
estimator for panel data)
Note that the "gqtest" package had been retired some time ago, but has
now being reinstated after a request (and a few tweaks) by its author.
Welcome back, Oleh.
The "GFE" package, instead, is an implementation of the estimator
proposed in Bonhomme and Manresa (2015) "Grouped Patterns of
Heterogeneity in Panel Data", Econometrica, which has now become quite
popular. It should be noted that, to our knowledge, this is the first
implementation for a free software package. So, if you want to set
yourselves free from the yoke of proprietary code, here's your way out.
Download and enjoy!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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