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Hi, thank you for your reply. I understand it does not per se handle any panel structure. However, Pedroni (2001), Purchasing power parity tests in cointegrated panels, Review of Economics and Statistics, 83, 727-731, proposes a mean group FMOLS. Point estimates are easy to obtain as they are just t...

I am using the program FMOLS prg downloaded from eviews repository with e-views 6. I was wondering whether the program already includes individual specific intercepts and trends or whether one has to insert them as variables in the group g. Thank you for your help. Andrea.