% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{dcce_sim}
\alias{dcce_sim}
\title{Simulated Dynamic Panel Dataset}
\format{
A data frame with 1500 rows and 4 columns:
\describe{
\item{unit}{Cross-sectional unit identifier (integer, 1--30)}
\item{time}{Time period (integer, 1--50)}
\item{y}{Simulated dependent variable}
\item{x}{Simulated regressor (cross-sectionally dependent via common
factor)}
}
}
\usage{
dcce_sim
}
\description{
A synthetic panel dataset generated from the dynamic common correlated
effects DGP of Chudik and Pesaran (2015), equation (1). Generated with
N = 30 cross-sectional units and T = 50 time periods. The true mean
group parameters are: autoregressive coefficient 0.50, slope on x 1.00.
Factor structure uses a single AR(1) common factor with persistence 0.60.
}
\details{
The true parameter values are stored in the companion object
\code{dcce_sim_truth} and can be used in tests to verify estimator
consistency.
}
\references{
Chudik, A. and Pesaran, M. H. (2015). Common correlated effects
estimation of heterogeneous dynamic panel data models with weakly
exogenous regressors. \emph{Journal of Econometrics}, 188(2), 393--420.
}
\seealso{
\link{dcce_sim_truth} for the true parameter values.
}
\keyword{datasets}
