Panel Data Toolbox v2.0 is a new package for MATLAB that includes functions to estimate the main econometric methods of panel data analysis. The package covers the standard fixed, between and random effects methods, that are extended to allow for instrumental variables, as well as spatial panel data specifications.
Journal paper describing the functionality of the toolbox can be found here:
Copyright 2013-2019 Inmaculada C. Álvarez, Javier Barbero, José L. Zofío
Álvarez, Inmaculada C.; Barbero, Javier and Zofío, José L, (2017) A Panel Data Toolbox for MATLAB. Journal of Statistical Software. Volume 76, Issue 6, pp 1-27
Álvarez, Inmaculada C., et al. “A Panel Data Toolbox for MATLAB.” Journal of Statistical Software, vol. 76, no. 6, Foundation for Open Access Statistic, 2017, doi:10.18637/jss.v076.i06.
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