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‘Econometric Analysis of Panel Data’ (ISBN 978-3-030-53952-8) provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets. However, importing the original data from the book into R is not straightforward because some of the datasets are available in Microsoft Word format. I provide the datasets in tidy format, expecting that this will allow students to focus on the econometric techniques rather than on data wrangling.

## Installation

You can install the development version of baltagi like so:

`remotes::install_github("pachadotdev/baltagi")`

## Example

Baltagi, Song and Jung (2001) investigated the productivity of public capital in each US state’s private output, which is discussed in section 9.6.1 of the book (Empirical Example: Nested States Public Capital Productivity).

The original dataset is in Microsoft Word format (DOCX). To read it, you would need to copy it in Notepad, save as CSV , and then import it into R to find that there are data wrangling steps involved to make it usable. Alternatively, you can read the DOCX file directly in R with the `readtext` package and then proceed to the data wrangling.

`baltagi` saves all those steps and you can jump directly to the econometric analysis.

```library(baltagi)
library(plm)

fit <- plm(
log(gsp) ~ log(priv_cap) + log(hwy) + log(water) + log(util) + log(emp) +
unemp,
data = produc,
index = c("st_abb", "year")
)

summary(fit)```
```Oneway (individual) effect Within Model

Call:
plm(formula = log(gsp) ~ log(priv_cap) + log(hwy) + log(water) +
log(util) + log(emp) + unemp, data = produc, index = c("st_abb",
"year"))

Balanced Panel: n = 48, T = 17, N = 816

Residuals:
Min.    1st Qu.     Median    3rd Qu.       Max.
-0.1207980 -0.0228756 -0.0015757  0.0183999  0.1548035

Coefficients:
Estimate  Std. Error t-value  Pr(>|t|)
log(priv_cap)  0.23580111  0.02621777  8.9939 < 2.2e-16 ***
log(hwy)       0.07747252  0.03125904  2.4784   0.01341 *
log(water)     0.07821567  0.01500290  5.2134 2.391e-07 ***
log(util)     -0.11438336  0.01815255 -6.3012 4.992e-10 ***
log(emp)       0.79958666  0.02974239 26.8837 < 2.2e-16 ***
unemp         -0.00519584  0.00098018 -5.3009 1.510e-07 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Total Sum of Squares:    18.941
Residual Sum of Squares: 1.0313
R-Squared:      0.94555