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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: 1.0.0
Depends: R (≥ 4.0.0)
Imports: MASS
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, kableExtra, xtsum, spelling
Published: 2026-02-20
DOI: 10.32614/CRAN.package.csdm (may not be active yet)
Author: Joao Claudio Macosso [aut, cre]
Maintainer: Joao Claudio Macosso <joaoclaudiomacosso at gmail.com>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: README, NEWS
CRAN checks: csdm results

Documentation:

Reference manual: csdm.html , csdm.pdf
Vignettes: Introduction to csdm (source, R code)

Downloads:

Package source: csdm_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): csdm_1.0.0.tgz, r-oldrel (arm64): csdm_1.0.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=csdm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.