R help - Oct 2008 - FMOLS

If this information is useful, please help other people find it:
Share via:

Economics Guy

2008-Oct-23 15:29 UTC

[R] FMOLS

Is anyone aware of an R package that implements Pedroni's FMOLS (Fully
Modified Ordinary Least Squares) package, for panel data with
non-stationary and co-integration?

Reasonably Related Threads

Search for more maybe matching threads

Wisdom of the Ancients