Search found 2 matches
- Wed Apr 20, 2022 12:33 am
- Forum: Estimation
- Topic: Bai and Ng Unit Root test for Cross-sectionally dependent panel
- Replies: 4
- Views: 11791
Re: Bai and Ng Unit Root test for Cross-sectionally dependent panel
Thank you, this really helps.
- Tue Apr 19, 2022 7:39 am
- Forum: Estimation
- Topic: Bai and Ng Unit Root test for Cross-sectionally dependent panel
- Replies: 4
- Views: 11791
Re: Bai and Ng Unit Root test for Cross-sectionally dependent panel
In addition to what Arca asked, should the null in the pooled test address cointegration or stationarity? i am confused since the whole test (in my understanding) is about unit root.