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st: RE: Panel Cointegration
I have an ado file that implements Kao and Chiang's DOLS estimator for
homogenous panels. I haven't implemented the estimator for heterogenous
panels yet (and I don't know when I will have time to do it).
> -----Original Message-----
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> Sent: Saturday, April 29, 2006 11:11 AM
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> Subject: st: Panel Cointegration
> I would like to estimate a Panel Cointegrated Model, any
> advises how to do that in stata. Are there any way to perform
> a DOLS(Dynamic OLS) or FMOLS (Fully Modified OLS) estimation?
> Any ado files available?
> Laure-Anne Guignard
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