R-package
dynpanel :Dynamic Panel Data Models.
https://cran.r-project.org/web/packages/dynpanel/index.html
S2sls: Spatial Two Stage Least Squares Estimation
https://cran.r-project.org/web/packages/S2sls/index.html
spanel :Spatial Panel Data Models.
http://cran.r-project.org/web/packages/spanel/index.html
thsls :Three-Stage Least Squares Estimation for Systems of Simultaneous
Equations.
http://cran.r-project.org/web/packages/thsls/index.html
wahc : Autocorrelation and Heteroskedasticity Correction in Fixed Effect
Panel Data Model.
http://cran.r-project.org/web/packages/wahc/index.html
ivpanel :Instrumental Panel Data Models.
http://cran.r-project.org/web/packages/ivpanel/index.html
ivprobit : Instrumental variables probit model.
http://cran.r-project.org/web/packages/ivprobit/index.html
tosls : Instrumental Variables Two Stage Least Squares estimation.
http://cran.r-project.org/web/packages/tosls/index.html
ivfixed : Instrumental fixed effect panel data model.
http://cran.r-project.org/web/packages/ivfixed/index.html
Paneldata : Linear models for panel data.
http://cran.r-project.org/web/packages/Paneldata/index.html
lsdv : Least square dummy variable regression.