search for: 00b701cbd23d

Displaying 1 result from an estimated 1 matches for "00b701cbd23d".

2011 Feb 22
1
Adjusting for autocorrelation in a panel model
I am working with panel data. I am using the plm package to do this. I would like to do be able to adjust for autocorrelation, as one does with glm models and correlation structures (eg corr=corARMA(q=4)) . In particular, I want to employ MA(4) error structure. Is there a way of doing this with the plm package? (Note: I do not really want to use the pggls function for various