xtcointreg generalizes Qunyong Wang and Na Wu's cointreg command to panel data. It does Panel Dynamic OLS (PDOLS) and Panel Fully Modified OLS (FMOLS).

6 дек. 2022 г. · The command gives me a result, however when I use stata's "di" command to get the beta coefficient, the number displayed is different compared ... xtcointreg - "command cointreg is unrecognized r(199)" - Statalist Problem with xtcointreg and xtpmg for panel data - Statalist Другие результаты с сайта www.statalist.org

27 февр. 2024 г. · I am using stata 17. On running the xtcointreg command, it shows it is not recognized, while I have already installed the xtcointreg package.

3 янв. 2018 г. · XTCOINTREG generalizes Qunyong Wang and Na Wu's cointreg command to panel data. It does Panel Dynamic OLS (PDOLS) and Panel Fully Modified OLS (FMOLS).

Продолжительность: 6:25
Опубликовано: 23 апр. 2022 г.

23 мар. 2021 г. · i am doing panel data study. all the variables are stationary at first difference level. My data shows cointegration among panels.

xtcointtest performs the Kao (1999), Pedroni (1999, 2004), and Westerlund (2005) tests of cointegration on a panel dataset. Panel-specific means (fixed ...

“xtcointreg” command in Stata helps to estimate the long-run relationship between panel variables, using two options of the panel FMOLS and DOLS model.

NEW * Ravshanbek Khodzhimatov has extended the time series command cointreg to panel: xtcointreg allows for estimation of the panel versions of ...

xteintreg fits a random-effects interval-data regression model that accommodates any combination of endogenous covariates, nonrandom treatment assignment, ...