EViews.com

Hello!! I am doing a panel cointegration analysis and implement pedroni's panel cointegration tests. I have a question regarding my results. Only the panel v-statistic rejects the null hypothesis of no cointegration. Pedroni(2004) says: "if the panel is fairly large so that size distortion is l...

No problem, Thank you anyway!

Hi!
I have panel data and I make a panel cointegration model. I can see the individual coefficients but not their errors. Is there anyway to find them or I have to calculate them manually?

Which papers?

for example:
http://dept.ku.edu/~empirics/Courses/Ec ... _jde04.pdf