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>.

Install the latest version of this package by entering the following in R:
AuthorRaad Khraishi [aut, cre]
Date of publication2016-01-26 00:47:48
MaintainerRaad Khraishi <raadkhraishi+pdolsms@gmail.com>
LicenseGPL (>= 3)

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