pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors
Version 0.2

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

Getting started

Package details

AuthorRaad Khraishi [aut, cre]
Date of publication2016-01-26 00:47:48
MaintainerRaad Khraishi <raadkhraishi+pdolsms@gmail.com>
LicenseGPL (>= 3)
Version0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pdolsms")

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pdolsms documentation built on May 29, 2017, 12:36 p.m.