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dmixed
2010 Nov 18
1
how do I build panel data/longitudinal data models with AR terms using the plm package or any other package
...terms for the error process, will mean building separate models for each cross-section. Besides, we do not have that much data to build time series models and panel data methods let us circumvent the limited data issue.
It is my understanding (but I could be wrong) that some of the SAS procs, like HPMIXED, let you specify only one AR term for panel data so I am hoping there is some R package that will let me replicate what I can do in Eviews, and possibly even go beyond what Eviews can do by specifying both AR and MA terms.
Thanks in advance for your time,
Jude Ryan
MarketShare Partners
1270 Avenu...