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 .

More Bug

 Rewritten  NPT procs for estimating the tests from Pedroni  (1999) by Christoph Hanck.
pcoint.dec and  pcoint_t2.src

Other Panel Gauss Programs

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.

You can download two ZIP-files dpd98.zip and xdata.zip.