| 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 |