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pdolsms (version 0.2)

Panel Dynamic OLS Estimation of Cointegrating Vectors

Description

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

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Version

Install

install.packages('pdolsms')

Monthly Downloads

3

Version

0.2

License

GPL (>= 3)

Maintainer

Raad Khraishi

Last Published

January 25th, 2016

Functions in pdolsms (0.2)

marksul2003

Sample panel data for pdols
pdols

Cointegration Vector Estimation by Panel DOLS
coef.pdols

Panel DOLS Coefficients
print.pdols

A print method for the pdols class
summary.pdols

A summary method for the pdols class
pdolsms

pdolsms: Cointegration Vector Estimation by Panel DOLS