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panelAR

panelAR is an R package for the estimation of linear AR(1) panel data models with cross-sectional heteroskedasticity and/or contemporaneous correlation.

How to install

Installation requirements

panelAR requires R version 2.15.0 or higher.

Installing unstable developer version:

require(devtools)
install_github("panelAR", user = "kkashin", ref = "master")

License

GPL (>=2)