search for: fmol

Hi, Can R do FMOLS(Fully Modified OLS) and DOLS(Dynamic OLS)? I cannot find any useful thing in the present package. Thanks in advance! -- View this message in context: http://n4.nabble.com/How-to-do-FMOLS-and-DOLS-tp1012976p1012976.html Sent from the R help mailing list archive at Nabble.com.

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?

Whether can any R package run Full modified OLS (Phillips and Hansen 1990 ), DOLS (Stock and Watson 1993) and ADL model (Pesaran and Shin 2001) for cointegrated VAR model? I cannot find any useful order in VAR and SVAR package. Thanks. Eric Wang [[alternative HTML version deleted]]

Hi...Can anyone help me for adding the second regressor to the FMOLS regresion. I am using the codes below. I could not succeed to write the correct sentence in place of the question marks. Do I need to make any changes in the source file also? I attached the original files published by Bruce Hansen. Thank you very much in advance for your precious help. Best Regar...