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

AuthorRaad Khraishi [aut, cre]
MaintainerRaad Khraishi <raadkhraishi+pdolsms@gmail.com>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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pdolsms documentation built on May 29, 2017, 12:36 p.m.