csdm: Cross-Sectional Dependence Models

Provides estimators and utilities for large panel-data models with cross-sectional dependence, including mean group (MG), common correlated effects (CCE) and dynamic CCE (DCCE) estimators, and cross-sectionally augmented ARDL (CS-ARDL) specifications, plus related inference and diagnostics.

Version:	2.0.0
Depends:	R (≥ 4.0.0)
Imports:	Rdpack, generics, tibble
Suggests:	testthat (≥ 3.0.0), covr, knitr, rmarkdown, spelling, broom, sandwich, plm, lmtest, modelsummary
Published:	2026-09-22
DOI:	10.32614/CRAN.package.csdm
Author:	Joao Claudio Macosso [aut, cre]
Maintainer:	Joao Claudio Macosso <joaoclaudiomacosso at gmail.com>
BugReports:	https://github.com/Macosso/csdm/issues
License:	GPL-3
URL:	https://macosso.github.io/csdm/, https://github.com/Macosso/csdm
NeedsCompilation:	no
Language:	en-US
Materials:	README, NEWS
CRAN checks:	csdm results

Documentation:

Reference manual:	csdm.html , csdm.pdf
Vignettes:	Estimating heterogeneous panels with csdm (source, R code)

Downloads:

Package source:	csdm_2.0.0.tar.gz
Windows binaries:	r-devel: csdm_1.0.1.zip, r-release: csdm_1.0.1.zip, r-oldrel: csdm_1.0.1.zip
macOS binaries:	r-release (arm64): csdm_1.0.1.tgz, r-oldrel (arm64): csdm_1.0.1.tgz, r-release (x86_64): csdm_2.0.0.tgz, r-oldrel (x86_64): csdm_1.0.1.tgz
Old sources:	csdm archive

Linking:

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