Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation

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Documentation for package ‘panelAR’ version 0.1

• DESCRIPTION file.
• Code demos. Use demo() to run them.

Help Pages

BrooksKurtz	Brooks and Kurtz (2012) Replication Data
LupPon	Lupu and Pontusson (2011) Replication Data
panelAR	Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation
plot.panelAR	Plot Panel Structure
predict.panelAR	Predict method for fitted objects of class '"panelAR"'.
print.panelAR	Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation
print.summary.panelAR	Summary method for fitted objects of class '"panelAR"'
Rehm	Rehm (2011) Replication Data
run.analysis	Run Analysis for Panel Data
summary.panelAR	Summary method for fitted objects of class '"panelAR"'
vcov.panelAR	Variance-covariance method for fitted objects of class '"panelAR"'
WhittenWilliams	Whitten and Williams (2011) Replication Data