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RATS programs to replicate Pedroni PPP tests on panel data

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: RATS
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
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Downloads: (external link)
http://www.estima.com/procs_perl/pedronirestat2001.zip (application/zip)

Related works:
Journal Article: Purchasing Power Parity Tests In Cointegrated Panels (2001) Downloads
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Page updated 2016-09-28
Handle: RePEc:boc:bocode:rtz00132