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>.

AuthorRaad Khraishi [aut, cre]
Date of publication2016-01-26 00:47:48
MaintainerRaad Khraishi <raadkhraishi+pdolsms@gmail.com>
LicenseGPL (>= 3)

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.