[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
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-----
> From: firstname.lastname@example.org
> [mailto:email@example.com] On Behalf Of
> Sent: Saturday, April 29, 2006 11:11 AM
> To: firstname.lastname@example.org
> 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
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
* For searches and help try: