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PANELDOLS: RATS procedure to perform panel data group mean DOLS

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: This implements Peter Pedroni's methodology for group mean panel tests using Dynamic OLS. Pedroni(2001) "Purchasing Power Parity Tests in Cointegrated Panels," Review of Economics and Statistics, vol. 83, 727-731. The related PANELFM.SRC procedure does Fully Modified OLS rather than Dynamic OLS.

Language: RATS
Requires: RATS 6.20
Keywords: Panel; cointegration; estimates (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/paneldols.src (text/plain)

Related works:
Working Paper: Purchasing Power Parity Tests in Cointegrated Panels (2001) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00150

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Handle: RePEc:boc:bocode:rts00150