|From||Ian Sue Wing <firstname.lastname@example.org>|
|Subject||Re: st: Panel Cointegration|
|Date||Wed, 11 Aug 2004 07:34:10 -0400|
Other Statalisters probably have much more detailed knowledge on this topic than I do, but here goes...
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?