NPT 1.3 (5/22/2002)
Please email: cdkao@maxwell.syr.edu for any errors you find in NPT.
Chiang, M-H., and Kao, C., Nonstationary Panel Time Series NPT 1.3. zip files
Some Bugs in NPT 1.3. These were pointed out by martin wagner and jarka hlouskova .
More Bugs in NPT 1.3. These were pointed out by martin wagner and jarka hlouskova .
Rewritten NPT procs for estimating the tests from Pedroni
(1999) by Christoph Hanck.
pcoint.dec and
pcoint_t2.src
MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressor
GROUPFM: RATS module for multivariate group mean panel FM-OLS tests
Junsoo Lee 's NPT site
Junsoo Lee's Gauss Codes
Panel Var (Holtz-Eakin, Newey, and Rosen, Econometrica, 1988), zip file.
DPD, Dynamic Panel Data Estimation Using DPD98 for Gauss. by Manuel Arellano and Stephen Bond, December 1998.