Whether can any R package run Full modified OLS (Phillips and Hansen 1990 ), DOLS (Stock and Watson 1993) and ADL model (Pesaran and Shin 2001) for cointegrated VAR model?
I cannot find any useful order in VAR and SVAR package. Thanks. Eric Wang [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.