[R] FMOLS DOLS and ADL regression

2013-03-29 Thread Chien-Ho Wang 

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
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[R] FMOLS DOLS and ADL regression

2013-03-29 Thread Chien-Ho Wang 

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.

[R] FMOLS DOLS and ADL regression

2013-03-27 Thread Chien-Ho Wang 
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.