Search found 3 matches
- Sun May 22, 2011 10:03 pm
- Forum: Econometric Discussions
- Topic: ordering of variables in pedroni panel cointegration
- Replies: 3
- Views: 4822
Re: ordering of variables in pedroni panel cointegration
thank you very much! ^^
- 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...
- 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...
