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RATS program to replicate Pedroni JAE 2007 paper using panel cointegration

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication of Pedroni(2007), "Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach", Journal of Applied Econometrics, vol 22, no 2, 429-451. Uses the PANCOINT and PANELFM and procedures for testing and estimation of cointegration models in heterogeneous panels.

Suggested Citation

  • Tom Doan, "undated". "RATS program to replicate Pedroni JAE 2007 paper using panel cointegration," Statistical Software Components RTZ00190, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00190
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/pedroni_jae2007.zip
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    More about this item

    Keywords

    Panel cointegration; RATS;

    JEL classification:

    • O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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