PANELDOLS: RATS procedure to perform panel data group mean DOLS
This 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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