RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Pesaran, Shin and Smith(1999), "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels", JASA, vol. 94, no. 446, pp. 621-634. Demonstrates the instruction SWEEP .

Language: RATS
Requires: RATS 8.00
Keywords: Panel; cointegration (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/pesaranshinsmithjasa.zip (application/zip)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00134

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