Tomas Note
2013-Mar-05 19:08 UTC
[R] Is there a serial autocorrelation test for FGLS-FE fitted with PGGLS?
Dears, a simple question here: is there any AR1 and AR2 test for FGLS-FE fitted with the pggls function of plm package? (one example would be the Baltagi-Wu LBI test) Thanks for your attention! [[alternative HTML version deleted]]