pdolsms (version 0.2)

coef.pdols: Panel DOLS Coefficients

Description

Panel DOLS Coefficients

Usage

"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.

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")