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RATS programs to replicate Mark-Sul(2003) panel DOLS


  • Tom Doan

    () (Estima)


Replication for Mark and Sul(2003), "Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand," Oxford Bulletin of Economics and Statistics, vol. 65, no. 5, 655-680. Demonstrates DOLS for panel data.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components RTZ00112, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rtz00112 Note: RPF and SRC files are plain text. See

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    Panel cointegration;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates


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