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RATS program to replicate Pedroni JAE 2007 paper using panel cointegration

Author

Listed:
  • Tom Doan

    () (Estima)

Abstract

Replication of Pedroni(2007), "Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach", Journal of Applied Econometrics, vol 22, no 2, 429-451. Uses the PANCOINT and PANELFM and procedures for testing and estimation of cointegration models in heterogeneous panels.

Suggested Citation

  • Tom Doan, "undated". "RATS program to replicate Pedroni JAE 2007 paper using panel cointegration," Statistical Software Components RTZ00190, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rtz00190
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    Keywords

    Panel cointegration;

    JEL classification:

    • O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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