FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares
Estimates a cointegrating relation among the listed variables using fully modified least squares. Phillips and Hansen(1990), "Statistical Inference in Instrumental Variables Regression with I(1) Processes", Review of Economic Studies, vol 57, 99-125. Hansen, Bruce (1992), "Efficient Estimation and Testing of Cointegrating Vectors in the Presence of Deterministic Trends", Journal of Econometrics, vol 53, 87-121.
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