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st: RE: Panel Cointegration


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Panel Cointegration
Date   Tue, 10 Aug 2004 20:45:00 +0100

Some use of -findit- will point to -levinlin- 
at least.  

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of 
> jdubas@nd.edu
> Sent: 10 August 2004 19:43
> To: STATA list
> Subject: st: Panel Cointegration
> 
> 
> 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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