Library: | metrics |
See also: | panunit pandyn |
Macro: | pancoint | |
Description: | Computes FM-OLS estimates for cointegration equations with homogenous cointegration parameters and heterogeneous short-run dynamics and deterministics |
Usage: | (output)=pancitest(z,d,m,lag, {T}) | |
Input: | ||
z Data | NT x {2+} k matrix scalar scalar | |
d =0 for no deterministics, =1 for a constant, =2 for trend | scalar | |
m truncation lag for the kernels used for the FM-OLS | scalar | |
Output: | ||
output table | string |
library("metrics") z=read("dynpanel") pancoint(z,1,4,1)
Library: | metrics |
See also: | panunit pandyn |