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RATS program to replicate Pedroni JAE 2007 paper using panel cointegration

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  • Tom Doan

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    (Estima)

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    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.

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    File URL: http://www.estima.com/procs_perl/pedroni_jae2007.zip
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    Bibliographic Info

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00190.

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    Programming language: RATS
    Requires: RATS 8.00
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    Handle: RePEc:boc:bocode:rtz00190

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    Related research

    Keywords: Panel cointegration;

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