RATS programs to replicate Pedroni PPP tests on panel data
Tom Doan ()
Statistical Software Components from Boston College Department of Economics
Replication file for Pedroni(2001) "Purchasing Power Parity Tests in Cointegrated Panels", Review of Economics and Statistics, 83, 727-731. Demonstrates the procedures panelfm.src and paneldols.src.
Requires: RATS 7.00
Keywords: Panel cointegration; Pedroni tests (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations Track citations by RSS feed
Downloads: (external link)
Journal Article: Purchasing Power Parity Tests In Cointegrated Panels (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rtz00132
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().