Dear R users,
after some time I have picked up working on this dataset again. I have found
a way which produces reasonable results but I am not sure whether it is
truly the correct way to go.
I am still looking for a way to estimate a panel ARMA(1,1) with
cross-sectional fixed effects (later I
Dear R users,
I have an unbalanced panel with an average of I=100 individuals and a total
of T=1370 time intervals, i.e. T>>I. So far, I have been using the plm
package.
I wish to estimate a FE model like:
res<-plm(x~c+v, data=pdata_frame, effect="twoways", model="within",
na.action=na.omit)
…w
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