[R] dynamic panel data with weight

[John]

Hi,

   I would like to conduct estimation for dynamic panel data with weight in
order to account for the importance of each observation. Is there any
package that can do it?

   To my knowledge, there are two packages that are closest to my goal, but
they do not do it. (Correct me if I am wrong)

1. plm -- panel data estimation; the latest version can account for weight,
but no "dynamic"

2. pdynmc -- dynamic panel data, but no weight

   Thanks,

J

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