coef.pdols: Panel DOLS Coefficients

In pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors

Description

Panel DOLS Coefficients

Usage

## S3 method for class 'pdols'
coef(object, type = c("ordinary", "cte"), ...)

Arguments

object	An object of class pdols
type	The type of coefficient to return. Either ordinary dols ("ordinary") or common time effects ("cte")
...	Further arguments passed to or from other methods.

Value

A vector of the specified coefficients

References

Mark, N. C. and Sul, D. (2003), Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand. Oxford Bulletin of Economics and Statistics, 65: 655-680. <DOI:10.1111/j.1468-0084.2003.00066.x>

Examples

data("marksul2003")
result <- pdols(formula = Y ~ X + Z - 1,
                index = c("Country", "Year"),
                data = marksul2003,
                p = 2,
                icase = "constant")
coef(result, type = "cte")
coef(result, type = "o")

Example output

There were 50 or more warnings (use warnings() to see the first 50)
          X           Z 
 0.81999125 -0.01685035 
          X           Z 
 0.85997167 -0.02031017 

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