Im starting to use the GMM estimator with panel data in R. I´ve read the document «Panel Data Econometrics in R: The plm Package» (Croissant and Millo).
In Stata before using the functions lag() or diff() we must sort the data by individual and by time. I would like to know if I have to do something like this in R. If you know any other interesting document about panel data in R please let me know. Thank you for your help, Cecília Carmo (Universidade de Aveiro Portugal) [[alternative HTML version deleted]]
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