Dynamic Ordinary Least Squares (DOLS) Panel Data With STATA 17

Dynamic Ordinary Least Squares (DOLS) Panel Data With STATA 17
xtdolshm (Dynamic Ordinary Least Squares (DOLS)) fits a model of depvar on indepvars using Kao and Chiang (2000)
Dynamic Ordinary Least Squares for Cointegrated Panel Data
with homogeneous long-run covariance structure across cross-sectional units
Link Download File Input, Output And Syntax (Command) Dynamic Ordinary Least Squares (DOLS) Panel Data With STATA 17
dik.si/xtdolshm