st: Panel Cointegration

[jdubas@nd.edu]

Hello,
Are there any -ado files that address panel cointegration tests, such as
Pedroni, Levin & Lin, Harris & Tzavalis, Maddala & Kim?  Or anything dealing
with DOLS(Dynamic OLS) or FMOLS (Fully Modified OLS) estimation?

Thanks
Justin




*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/