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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
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
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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) This item may be available elsewhere in EconPapers: Search for items with the same title.
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rtz00132
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