Search found 3 matches

by machi
Wed May 18, 2011 1:01 am
Forum: Econometric Discussions
Topic: ordering of variables in pedroni panel cointegration
Replies: 3
Views: 4822

ordering of variables in pedroni panel cointegration

hi guys! i am doing pedroni panel cointegration tests in my research... my question is that if i change the order of variables to choose and open as a group to test for cointegration (i am just doing bivariate analysis) the results differ. what does this imply? :shock: thank you very much in advance...
by machi
Mon May 16, 2011 1:21 am
Forum: Econometric Discussions
Topic: how to interpret panel cointegration results
Replies: 0
Views: 3678

how to interpret panel cointegration results

hello, im am trying to ascertain the direction of causal relationship between energy consumption and real gdp, according to literature, i have to first do panel unit root tests, cointegration tests, and finally the granger causality tests... my data is panel and i intend to use VECM For the panel un...

Go to advanced search