pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors

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Estimates panel data cointegrating relationships following the estimator of Mark and Sul (2003), <DOI:10.1111/j.1468-0084.2003.00066.x>.

Author
Raad Khraishi [aut, cre]
Date of publication
2016-01-26 00:47:48
Maintainer
Raad Khraishi <raadkhraishi+pdolsms@gmail.com>
License
GPL (>= 3)
Version
0.2

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Man pages

coef.pdols
Panel DOLS Coefficients
marksul2003
Sample panel data for pdols
pdols
Cointegration Vector Estimation by Panel DOLS
pdolsms
pdolsms: Cointegration Vector Estimation by Panel DOLS
print.pdols
A print method for the pdols class
summary.pdols
A summary method for the pdols class

Files in this package

pdolsms
pdolsms/NAMESPACE
pdolsms/data
pdolsms/data/marksul2003.RData
pdolsms/R
pdolsms/R/pdols_sub.R
pdolsms/R/pdols.R
pdolsms/R/pdols_fit.R
pdolsms/MD5
pdolsms/DESCRIPTION
pdolsms/man
pdolsms/man/summary.pdols.Rd
pdolsms/man/pdolsms.Rd
pdolsms/man/print.pdols.Rd
pdolsms/man/marksul2003.Rd
pdolsms/man/coef.pdols.Rd
pdolsms/man/pdols.Rd