Yes, but I was in doubt about the level of significance.
Gislaine
Search found 2 matches
- Sun Jan 15, 2017 10:10 am
- Forum: Estimation
- Topic: Panel cointegration
- Replies: 3
- Views: 5431
- Mon Jan 09, 2017 10:28 am
- Forum: Estimation
- Topic: Panel cointegration
- Replies: 3
- Views: 5431
Panel cointegration
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, *,...