pdolsms: pdolsms: Cointegration Vector Estimation by Panel DOLS
In pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors
Description
The pdolsms package provides a function for the estimation of panel data cointegrating relationships following Mark and Sul (2003), <DOI:10.1111/j.1468-0084.2003.00066.x>.
pdolsms documentation built on May 29, 2017, 12:36 p.m.
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Description
The pdolsms package provides a function for the estimation of panel data cointegrating relationships following Mark and Sul (2003), <DOI:10.1111/j.1468-0084.2003.00066.x>.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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