Displaying 3 results from an estimated 3 matches for "pftest".
Did you mean:
ftest
2016 Mar 31
2
Ask if an object will respond to a function or method
...object, but coef is not listed
in the list of methods that the function can carry out.
> library(plm)
> example(plm)
> class(zz)
[1] "plm" "panelmodel"
> methods(class = "plm")
[1] ercomp fixef has.intercept model.matrix
[5] pFtest plmtest plot pmodel.response
[9] pooltest predict residuals summary
[13] vcovBK vcovDC vcovG vcovHC
[17] vcovNW vcovSCC
see '?methods' for accessing help and source code
> methods(class = "panelmo...
2016 Mar 31
0
Ask if an object will respond to a function or method
...list of methods that the function can carry out.
>
>> library(plm)
>> example(plm)
>
>> class(zz)
> [1] "plm" "panelmodel"
>> methods(class = "plm")
> [1] ercomp fixef has.intercept model.matrix
> [5] pFtest plmtest plot pmodel.response
> [9] pooltest predict residuals summary
> [13] vcovBK vcovDC vcovG vcovHC
> [17] vcovNW vcovSCC
> see '?methods' for accessing help and source code
>> method...
2012 Mar 20
1
MA process in panels
...fect="twoways", model="within",
na.action=na.omit)
?where c varies over i and t, and v represents an exogenous impact on x
varying over time but not over i. I discover significant time effects
comparing the above model with a plm(?,effect="individual", ?)-model (using
pftest).
MY PROBLEM:
I discover high levels of serial correlation in the errors. Including lags
of x, coefficients are significant at least put to 30 lags. If I set my
dataset to weekly observations (approx. 5 days = 1 week), the coefficients
of the lags are significant at least up to the 15th lag (I di...