PANELDOLS: RATS procedure to perform panel data group mean DOLS
AbstractThis 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.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00150.
Programming language: RATS
Requires: RATS 6.20
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Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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Other versions of this item:
- Peter Pedroni, 2001. "Purchasing Power Parity Tests in Cointegrated Panels," Department of Economics Working Papers, Department of Economics, Williams College 2001-01, Department of Economics, Williams College.
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