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RE: st: PAR(p) for TSCS data
From
<[email protected]>
To
<[email protected]>
Subject
RE: st: PAR(p) for TSCS data
Date
Thu, 15 Aug 2013 13:45:44 +0000
My apologies:
The paper I referred to is:
Brandt, P. T., & Williams, J. T. (2001). A Linear Poisson Autoregressive Model : The Poisson AR ( p ) Model. Political Analysis, 9(2), 164–184.
Thanks
Tim Laing
________________________________________
From: [email protected] [[email protected]] on behalf of Maarten Buis [[email protected]]
Sent: 15 August 2013 14:37
To: [email protected]
Subject: Re: st: PAR(p) for TSCS data
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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