Search found 2 matches
- Mon Apr 11, 2011 10:12 am
- Forum: General Information and Tips and Tricks
- Topic: Kao's panel cointegration tests
- Replies: 6
- Views: 11963
Kao's panel cointegration tests
Hi everybody, is there anyone willing to explain me the eviews-7 output for the Kao's panel cointegration tests? I know from the literature that there are four statistics df-rho, df-t, df-star-rho and df-star-t. Eviews reports two lines (DF and DF-star) and two columns (rho and t statistics). How do...
- Tue Aug 11, 2009 2:44 am
- Forum: Estimation
- Topic: pooled mean group estimation
- Replies: 0
- Views: 2452
pooled mean group estimation
Good morning to you all,
does anyone of you know whether it is possible to run the pooled mean group estimator (Pesaran at alia) for nonstationary heterogeneous panels?
Thank you
does anyone of you know whether it is possible to run the pooled mean group estimator (Pesaran at alia) for nonstationary heterogeneous panels?
Thank you