Panel cointegration

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gislaine_mq
Posts: 2
Joined: Mon Jan 09, 2017 5:26 am

Panel cointegration

Postby gislaine_mq » Mon Jan 09, 2017 10:28 am

Hello
I'm estimating a cointegrated panel model. I did the unit root tests, cointegration tests and estimation of the DOLS and FMOLS models. My question is how to know the level of significance of the statistics found? At the levels of 1%, 5% and 10%, usually presented by asterisks, respectively, *, **, ***. I can not see in the Eviews results.

thanks

Krille
Posts: 9
Joined: Tue Dec 13, 2016 11:16 am

Re: Panel cointegration

Postby Krille » Sat Jan 14, 2017 3:45 pm

Can't you use the t-stats ans p-values?

/Krille

gislaine_mq
Posts: 2
Joined: Mon Jan 09, 2017 5:26 am

Re: Panel cointegration

Postby gislaine_mq » Sun Jan 15, 2017 10:10 am

Yes, but I was in doubt about the level of significance.

Gislaine

Krille
Posts: 9
Joined: Tue Dec 13, 2016 11:16 am

Re: Panel cointegration

Postby Krille » Sun Jan 15, 2017 12:40 pm

Ok, I see.

If your p-value is lower than 0.10 then you have one-star significance, lower than 0.05 two-star, and lower than 0.01 three-star-significance.

Hope this can help.

/Krille


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