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XTCOINTREG: Stata module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression methods

Author

Listed:
  • Ravshanbek Khodzhimatov

Programming Language

Stata

Abstract

xtcointreg generalizes Qunyong Wang and Na Wu's cointreg command to panel data. It does Panel Dynamic OLS (PDOLS) and Panel Fully Modified OLS (FMOLS). The main option est and a new option full is included in this documentation. For other questions consult the original cointreg's documentation.

Suggested Citation

  • Ravshanbek Khodzhimatov, 2018. "XTCOINTREG: Stata module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression met," Statistical Software Components S458447, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458447
    Note: This module should be installed from within Stata by typing "ssc install xtcointreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcointreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcointreg.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Canh Phuc Nguyen & Thanh Dinh Su, 2021. "Financing the economy: The multidimensional influences of financial development on economic complexity," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(4), pages 644-684, May.
    2. Uktam Umurzakov & Bakhodir Mirzaev & Raufhon Salahodjaev & Arletta Isaeva & Shakhnoza Tosheva, 2020. "Energy Consumption and Economic Growth: Evidence from Post-Communist Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 59-65.
    3. Rodrigo García Arancibia & Mariano Coronel & Jimena Vicentin Masaro, 2021. "Latin American Beer Production and Import Demand for Regional Malt and Malted Barley," Working Papers 85, Red Nacional de Investigadores en Economía (RedNIE).

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