RATS programs to replicate Pedroni PPP tests on panel data
AbstractReplication file for Pedroni(2001) "Purchasing Power Parity Tests in Cointegrated Panels", Review of Economics and Statistics, 83, 727-731. Demonstrates the procedures panelfm.src and paneldols.src.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00132.
Programming language: RATS
Requires: RATS 7.00
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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," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 727-731, November.
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