Hello,
my question is whether it is currently possible to use the FMOLS estimator in Stata. I am aware of the fact that this question appeared on the list from time to time but there seems to be no real solution or finite answer.
I found the user written cointreg program that sounds promising (Stata Journal, volume 12, number 3) but I am not sure whether one could apply this to panel data ?
(I also found the xtdolshm program by Diallo Ibrahima Amadou that was very helpful already and thextmg program by Markus Eberhardt that makes further estimation in presence of cointegrating relationships possible)
my question is whether it is currently possible to use the FMOLS estimator in Stata. I am aware of the fact that this question appeared on the list from time to time but there seems to be no real solution or finite answer.
I found the user written cointreg program that sounds promising (Stata Journal, volume 12, number 3) but I am not sure whether one could apply this to panel data ?
(I also found the xtdolshm program by Diallo Ibrahima Amadou that was very helpful already and thextmg program by Markus Eberhardt that makes further estimation in presence of cointegrating relationships possible)
