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- W1505809022 abstract "This routine allows one to test specific hypotheses about cointegrating vectors in heterogenous panels via group mean FMOLS, as described in Pedroni, Purchasing Power Parity Tests in Cointegrated Panels, Review of Economics and Statistics, 83, 727-731, November, 2001. By setting the panel dimension to N=1, the program will also compute conventional Phillips and Hansen (1990) time series FMOLS estimates and tests." @default.
- W1505809022 created "2016-06-24" @default.
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- W1505809022 date "2001-12-31" @default.
- W1505809022 modified "2023-09-27" @default.
- W1505809022 title "GROUPFM: RATS module for multivariate group mean panel FM-OLS tests" @default.
- W1505809022 hasPublicationYear "2001" @default.
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