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Re: st: PAR(p) for TSCS data
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: PAR(p) for TSCS data
Date
Thu, 15 Aug 2013 15:37:41 +0200
See Cox (2013) on why you need to give full references on this list.
-- Maarten
Ps. I deliberately did not give the full reference to illustrate why
you need to give the full reference. Hint: a link to this document is
given underneath every post on Statalist.
On Thu, Aug 15, 2013 at 3:28 PM, <[email protected]> wrote:
> Hi
>
> Has anyone attempted to code a PAR(p) model, such as that proposed by Brandt and Williams (2001), for Time-Series Cross Sectional data. I know there is some code for the model for purely time-series data but has anyone tried applying it to time-series cross-sectional?
>
> Regards
>
> Tim Laing
>
> Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer
>
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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