Dynamic Ordinary Least Squares (DOLS) Panel Data With STATA 17

Posted by Olah Data Semarang
14
Feb 28, 2022
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Dynamic Ordinary Least Squares (DOLS) Panel Data With STATA 17
xtdolshm (Dynamic Ordinary Least Squares (DOLS)) fits a model of depvar on indepvars using Kao and Chiang (2000) 
Dynamic Ordinary Least Squares for Cointegrated Panel Data 
with homogeneous long-run covariance structure across cross-sectional units
Link Download File Input, Output And Syntax (Command) Dynamic Ordinary Least Squares (DOLS) Panel Data With STATA 17
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