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Hi everyone, I've just done a Larsson et. al cointegration test on my panel data. With y= I(1) x1= I(0) x2= I(1) x3= I(0) x4= I(1) x5= I(2) I have found from the test that there are at least 5 cointegration equations in my data. Is this enough to move on to a fixed and random estimation of the model...

Hi everyone, I'm doing a panel study with a cross section of 21 countries for 11 years. I'm trying to estimate y= (x1, x2, x3, x4, x5, x6, x7) with y= I(0) X1= I(0) X2= I(1) X3= I(1) X4= I(1) X5= I(1) X6= I(0) X7= I(0) I thought of using the Larsson et.al cointegration test for this since its based ...

Hi Everyone, I'm analyzing panel data for the first time and I'm not exactly sure if I'm doing anything right. I've tested for panel unit roots. My dependent variable and a few of my independent variables are stationary. However, I have a few other independent variables which are I(1). I also have a...