Update: September 2015

1. Bounded Inefficiency Estimator (bie.m)is included (Updated by Junrong Liu, liujunrong_529@hotmail.com). 




Update: September 2014

1. Model averaging with the AIC and BIC weights (updated by Chenjun Shang, cs25@rice.edu)




Update: May 2014 (by Wonho Song)

1. Time invariant variables are allowed in the CSSG estimator. 

2. Global mean (mu) is subtracted in FE, RE, HT, CSS and BC. That is, 'y=y-y_mu', 'x=x-x_mu'. 

3. Degrees of freedom adjustments have been corrected. 

4. R-squared formula has been corrected. 

5. Other miscellaneous changes have been made. 




Update: September 2004 (by Wonho Song)

1. Print R-squared and adjusted R-squared.

2. Print individual effects of the estimators.
  
3. PSS3 program is revised according to the revised PSS3 paper in August 2004.