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PANELDOLS: RATS procedure to perform panel data group mean DOLS


  • Tom Doan


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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.

Suggested Citation

  • Tom Doan, "undated". "PANELDOLS: RATS procedure to perform panel data group mean DOLS," Statistical Software Components RTS00150, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00150
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    Panel cointegration estimates; RATS;


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