[R] corAR(1) with GLS: does it fit a random or a pooling model?

Dears, I am specifying a panel model with GLS function and corCAR1 and cor AR1 parameters to correct for serial autocorrelation. But I have one seemingly trivial question: those models fitted that way are random effects models or pooling models? Thanks again, Tomas Notes [[alternative H

[R] Is there a serial autocorrelation test for FGLS-FE fitted with PGGLS?

Dears, a simple question here: is there any AR1 and AR2 test for FGLS-FE fitted with the pggls function of plm package? (one example would be the Baltagi-Wu LBI test) Thanks for your attention! [[alternative HTML version deleted]] __ R-help@r-

[R] GMM for dynamic mdels: what if never passes Sargan test?

Hi! I am looking for some insight with this situation: what to do or how to analyze when our models fitted with pgmm never pass Sargant test? With my current dataset, I've been fitting different models and with all possible combinations of lagged instruments, with all possible lag order combinatio