st: Panel Cointegration

[guignar6@hei.unige.ch]

Hello,

I would like to estimate a Panel Cointegrated Model, any advises how to do that
in stata. Are there any way to perform a DOLS(Dynamic OLS) or FMOLS (Fully
Modified OLS) estimation? Any ado files available?

Thanks,

Laure-Anne Guignard




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