pwkraft/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.

install.packages("remotes")
remotes::install_github("pwkraft/ArfimaMLM")