RATS program to replicate Pedroni JAE 2007 paper using panel cointegration
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Other versions of this item:
- Peter 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, John Wiley & Sons, Ltd., vol. 22(2), pages 429-451.
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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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