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

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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.

Author
Patrick Kraft [aut, cre], Christopher Weber [ctb]
Date of publication
2015-01-21 07:09:03
Maintainer
Patrick Kraft <patrick.kraft@stonybrook.edu>
License
GPL (>= 2)
Version
1.3
URLs

View on CRAN

Man pages

arfimaMLM
Arfima-MLM for repeated cross-sectional data and pooled...
ArfimaMLM-package
Arfima-MLM Estimation For Repeated Cross-Sectional Data And...
arfimaOLS
Arfima-OLS for repeated cross-sectional data and/or pooled...
arfimaPrep
Preparing a dataset for subsequent analysis accoring to the...
extractVars
Extract and order variables from formula
fd
Estimate fractional differencing parameter and/or...

Files in this package

ArfimaMLM
ArfimaMLM/inst
ArfimaMLM/inst/CITATION
ArfimaMLM/inst/doc
ArfimaMLM/inst/doc/ArfimaMLM-documentation.pdf
ArfimaMLM/NAMESPACE
ArfimaMLM/R
ArfimaMLM/R/print.arfimaMLM.R
ArfimaMLM/R/extractVars.R
ArfimaMLM/R/fd.default.R
ArfimaMLM/R/arfimaMLM.R
ArfimaMLM/R/summary.arfimaMLM.R
ArfimaMLM/R/fd.R
ArfimaMLM/R/summary.arfimaOLS.R
ArfimaMLM/R/print.arfimaOLS.R
ArfimaMLM/R/arfimaPrep.R
ArfimaMLM/R/arfimaOLS.R
ArfimaMLM/R/fd.numeric.R
ArfimaMLM/R/print.summary.arfimaOLS.R
ArfimaMLM/R/print.summary.arfimaMLM.R
ArfimaMLM/MD5
ArfimaMLM/DESCRIPTION
ArfimaMLM/man
ArfimaMLM/man/extractVars.Rd
ArfimaMLM/man/arfimaMLM.Rd
ArfimaMLM/man/fd.Rd
ArfimaMLM/man/arfimaPrep.Rd
ArfimaMLM/man/arfimaOLS.Rd
ArfimaMLM/man/ArfimaMLM-package.Rd