pdolsms: Panel Dynamic OLS Estimation of Cointegrating Vectors

Estimates panel data cointegrating relationships following the estimator of Mark and Sul (2003), <doi:10.1111/j.1468-0084.2003.00066.x>.

Version: 0.2
Depends: R (≥ 3.2.2)
Imports: reshape2, stats
Published: 2016-01-26
Author: Raad Khraishi [aut, cre]
Maintainer: Raad Khraishi <raadkhraishi+pdolsms at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: pdolsms results

Downloads:

Reference manual: pdolsms.pdf
Package source: pdolsms_0.2.tar.gz
Windows binaries: r-devel: pdolsms_0.2.zip, r-release: pdolsms_0.2.zip, r-oldrel: pdolsms_0.2.zip
OS X El Capitan binaries: r-release: pdolsms_0.2.tgz
OS X Mavericks binaries: r-oldrel: pdolsms_0.2.tgz
Old sources: pdolsms archive

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