I am working with panel data.  I am using the plm package to do this.

 

I would like to do be able to adjust for autocorrelation, as one does with
glm models and correlation structures (eg corr=corARMA(q=4)) .  In
particular, I want to employ MA(4) error structure.

 

Is there a way of doing this with the plm package?

 

(Note: I do not really want to use the pggls function for various reasons.
One of those reasons is that it will be rare for n >> T.)

 

Thanks to anyone who can help.

 

Cheers

David


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