https://ideas.repec.org/c/boc/bocode/rts00077.html
GLSDETREND: RATS procedure to perform local to unity GLS detrending
Downloadable! Local to unity GLS detrending routine. Includes the ERS cases (no constant, constant, constant and trend) as well as the Perron and Rodriguez...
procedure to performratslocalunitygls
https://ideas.repec.org/c/boc/bocode/rts00151.html
PANELFM: RATS procedure to perform panel data group mean FMOLS
Downloadable! This implements Peter Pedroni's methodology for group mean panel tests using Fully Modified OLS. Pedroni (2000) "Fully Modified OLS for...
procedure to performpanel dataratsgroupmean