ArfimaMLM: Arfima-MLM Estimation For Repeated Cross-Sectional Data
Version 1.3

Functions to facilitate the estimation of Arfima-MLM models for repeated cross-sectional data and pooled cross-sectional time-series data (see Lebo and Weber 2015). The estimation procedure uses double filtering with Arfima methods to account for autocorrelation in repeated cross-sectional data followed by multilevel modeling (MLM) to estimate aggregate as well as individual-level parameters simultaneously.

Package details

AuthorPatrick Kraft [aut, cre], Christopher Weber [ctb]
Date of publication2015-01-21 07:09:03
MaintainerPatrick Kraft <[email protected]>
LicenseGPL (>= 2)
Version1.3
URL https://github.com/pwkraft/ArfimaMLM
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ArfimaMLM")

Try the ArfimaMLM package in your browser

Any scripts or data that you put into this service are public.

ArfimaMLM documentation built on May 29, 2017, 3:39 p.m.