PANELFM: RATS procedure to perform panel data group mean FMOLS
This implements Peter Pedroni's methodology for group mean panel tests using Fully Modified OLS. Pedroni (2000) "Fully Modified OLS for Heterogeneous Cointegrated Panels," Advances in Econometrics, Vol. 15, 93-130. Pedroni (2001) "Purchasing Power Parity Tests in Cointegrated Panels",Review of Economics and Statistics, vol. 83, 727-731. The related PANELDOLS.SRC procedure does Dynamic OLS rather than Fully Modified OLS.
|Date of creation:|
|Note:||RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rts00151. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.