[R] FMOLS DOLS and ADL regression

2013-03-29 Thread Chien-Ho Wang
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]] _

[R] FMOLS DOLS and ADL regression

2013-03-29 Thread Chien-Ho Wang
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]] _

[R] FMOLS DOLS and ADL regression

2013-03-27 Thread Chien-Ho Wang
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]]

[R] FMOLS

2008-10-23 Thread Economics Guy
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? __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEA