pwkraft/ArfimaMLM: Arfima-MLM Estimation For Repeated Cross-Sectional Data
Version 1.3.2

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.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version1.3.2
URL https://github.com/pwkraft/ArfimaMLM
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("pwkraft/ArfimaMLM")
pwkraft/ArfimaMLM documentation built on May 24, 2017, 1:22 p.m.