Questions tagged [pseries]

I have a plm object created using: require(plm) plm1 <- plm(Sepal.Length ~ Petal.Length + Petal.Width, data = iris, index = "Species") I'm trying to extract the residuals to manually calculate r-squared by Species by can't seem to manipulate the…

I was trying to conduct a panel unit root test of Pesaran 2007, in the plm package, using cipstest() function. CIPS stands for Crossectionally -augmented IPS(2003) test due to << Im K, Pesaran H, Shin Y. 2003. Testing for unit roots in heterogeneous…

I need to estimate spatial econometric models with spatial lags of X (SLX) either alone, combined with spatial autoregressive models (SAR) or with spatial error model (SEM). When they are combined, they are called Spatial Durbin Model (SDM) or…

I am using the lag function (package plm) which is returning me the contemporaneous value, not the lagged one. In this code regarding a panel of data (years, agencies), the chg variables is filed with zeros. group_by(Cod) %>% mutate(orcam =…