IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/r210402.html
 

MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors

Author

Listed:
  • Peter Pedroni

    (Indiana University)

Programming Language

RATS

Abstract

This routine allows one to test the null of no cointegration in heterogeneous panels via both parametric and semi-parametric methods. as described in Pedroni, "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors," Oxford Bulletin of Economics and Statistics, 61, 1999, 653-70.

Suggested Citation

  • Peter Pedroni, 2001. "MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors," Statistical Software Components R210402, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:r210402
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/m/multi-pc2d-pedroni.prg
    File Function: program code
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:r210402. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.