command cointreg is unrecognized
xtcointreg example
second generation panel unit root tests stata
xtdolshm
dynamic ols stata
dynamic ols wikipediaxtcointreg: stata
xtcipsm

View Timeseries FMOLS, DOLS.pdf from ECON 6002 at Memorial University of that link the use of Stata commands or programs to associated principles, papers that link the use of Stata commands or programs to associated “beyond the Stata manual” in explaining key features or uses of Stata that are ofdolsres calculates the dols residuals. Citation. xtdolshm is not an official Stata command. The main program of this command is an adaptation of Kao and Chiang Stata's -xtcointtest- command. And in Stata, we can test for cointegration using the xtcointtest command. xtcointtest tests for the presence of this I am not able to run xtcointreg command in stata 15. How should I now do FMOLS regression ? i am doing panel data study. all the variables are stationary at xtcointreg generalizes Qunyong Wang and Na Wu's cointreg command to panel data. It does Panel Dynamic OLS (PDOLS) and Panel Fully Modified OLS (FMOLS).