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

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.

AuthorPatrick Kraft [aut, cre], Christopher Weber [ctb]
Date of publication2015-01-21 07:09:03
MaintainerPatrick Kraft <patrick.kraft@stonybrook.edu>
LicenseGPL (>= 2)
Version1.3
https://github.com/pwkraft/ArfimaMLM

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