RATS program to replicate Pedroni JAE 2007 paper using panel cointegration

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication of Pedroni(2007), "Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach", Journal of Applied Econometrics, vol 22, no 2, 429-451. Uses the PANCOINT and PANELFM and procedures for testing and estimation of cointegration models in heterogeneous panels.

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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Downloads: (external link)
https://www.estima.com/procs_perl/pedroni_jae2007.zip (application/zip)

Related works:
Journal Article: Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00190

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