Panel Data Toolbox v2.0 and a Working Paper explaining how it works are available to download:
Journal of Statistical Software paper:
Panel Data Toolbox
The source code and all the examples are available to download from the following repository on GitHub:
The most recent version of the toolbox can be downloaded from the repository by clicking the “Download ZIP” button on the right.
The previous release of the Panel Data Toolbox dating back to October 2013 is deprecated. We recomend all users to move to the new versión 2.0 (Change log). The old version can be downloaded from the following link: Source code, Examples, and Numerical checks.