pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors
Version 0.2

Estimates panel data cointegrating relationships following the estimator of Mark and Sul (2003), .

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Package details

AuthorRaad Khraishi [aut, cre]
Date of publication2016-01-26 00:47:48
MaintainerRaad Khraishi <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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pdolsms documentation built on May 29, 2017, 12:36 p.m.