Implementing Panel-Corrected Standard Errors inR: ThepcsePackage
نویسندگان
چکیده
منابع مشابه
Implementing Panel-Corrected Standard Errors in R: The pcse Package
Time-series–cross-section (TSCS) data are characterized by having repeated observations over time on some set of units, such as states or nations. TSCS data typically display both contemporaneous correlation across units and unit level heteroskedasity making inference from standard errors produced by ordinary least squares incorrect. Panel-corrected standard errors (PCSE) account for these thes...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2011
ISSN: 1548-7660
DOI: 10.18637/jss.v042.c01