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pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors
Estimates panel data cointegrating relationships following the estimator of Mark and Sul (2003), <DOI:10.1111/j.1468-0084.2003.00066.x>.
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Package details |
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| Author | Raad Khraishi [aut, cre] |
| Maintainer | Raad Khraishi <raadkhraishi+pdolsms@gmail.com> |
| License | GPL (>= 3) |
| Version | 0.2 |
| Package repository | View on CRAN |
| Installation |
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