I am interested in estimating a panel model with time fixed effects, random cross-sectional effects and AR(1) error. I am using the plm package. I would be grateful if you could give me some guidance on how to do it in R. Thanks in advance. -- View this message in context: http://r.789695.n4.nabble.com/Plm-package-tp4639050.html Sent from the R help mailing list archive at Nabble.com.