[prev in list] [next in list] [prev in thread] [next in thread] 

List:       r-sig-finance
Subject:    [R-SIG-Finance] FMOLS
From:       "Economics Guy" <economics.guy () gmail ! com>
Date:       2008-10-23 23:05:16
Message-ID: 5dedcf4c0810231605i167ffb7h6978974fcf0bc78f () mail ! gmail ! com
[Download RAW message or body]

Someone over at R-Help suggested I ask this question here:

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-SIG-Finance@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.
[prev in list] [next in list] [prev in thread] [next in thread]