English, Article edition: MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors Peter Pedroni

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/102976
Physical Description
  • code
Language
  • English

Edition details

Title
  • MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors
Author
  • Peter Pedroni
Physical Description
  • code
Notes
  • This routine allows one to test the null of no cointegration in heterogeneous panels via both parametric and semi-parametric methods. as described in Pedroni, "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors," Oxford Bulletin of Economics and Statistics, 61, 1999, 653-70.
  • unit roots, cointegration, panel data, nonparametric
  • RePEc:boc:bocode:r210402
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment