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st: Panel Cointegration


From   jdubas@nd.edu
To   STATA list <statalist@hsphsun2.harvard.edu>
Subject   st: Panel Cointegration
Date   Tue, 10 Aug 2004 13:43:14 -0500

Hello,
Are there any -ado files that address panel cointegration tests, such as
Pedroni, Levin & Lin, Harris & Tzavalis, Maddala & Kim?  Or anything dealing
with DOLS(Dynamic OLS) or FMOLS (Fully Modified OLS) estimation?

Thanks
Justin




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