Changes since version 0-1.2 * Models with only one explanatory variable resulted in a bug. This has been fixed. * Estimation methods are now available with four functions : plm, pvcm, pggls and pgmm instead of one (plm) in the previous version. * pvcm is a new function which estimate variable coefficients models. The "nopool" model is now part of it. * pggls is a new function which enables the estimation of general FGLS. * pgmm is a new function for general method of moments estimator. * for all estimation functions, the four first arguments are now formula,data,effect,model * robus inference is now provided by the pvcovHC function. Changes since version 0-2.1 * pdata.frame is much faster thanks to a modification of the pvar function * series with only NA values or with constants values are now removed by pdata.frame * observations are ordered by id and time by pdata.frame * a pfix function is added to edit a pdata.frame * a as.data.frame function is provided to coerce a pdata.frame to a data.frame * the dependency to the Matrix package has been removed and pgmm is much faster now * phtest has been fixed to return only positive values of the statistic * pgmm objects now inherits from panelmodel like other estimators and prints correctly * a bug in summary.pgmm has been fixed Changes since version 0-2.2 * the coefficients method for objects of class pgmm is now exported. * a bug in the plm method of plmtest has been fixed * in plmtest, the argument effect "id" is renamed "individual" * three testing functions are added : pbsytest (Bera, Sosa-Escudero and Yoon test), pARtest (Breush Godfrey Test) and pDWtest (Durbin-Watson test), pwartest, pBGtest, pwtest pbltest * plm, pvcm and pggls now have arguments "subset" and "na.action" * phtest, pFtest, plmtest now have a formula method * a bug is fixed for the vcov of the within model * the pdata.frame function and class is suppressed. The package now use ordinary data.frames. Changes since version 0-3.1 * in plm.formula, [int.row.names] is replaced by [as.character(int.row.names)] * the degree of freedom for a within time effect model was wrong and has been corrected. * the arguments type and weights in pvcovHC.panelmodel are renamed method and type respectively. The default method (type in previous versions) is arellano and not white1 * honda is now the default option for plmtest