Search found 3 matches
- Thu Jul 26, 2012 12:17 pm
- Forum: General Information and Tips and Tricks
- Topic: Kao's panel cointegration tests
- Replies: 6
- Views: 13378
Re: Kao's panel cointegration tests
Ok. I believe it is the dummy variable then that may be giving me problems.
- Thu Jul 26, 2012 12:02 pm
- Forum: General Information and Tips and Tricks
- Topic: Kao's panel cointegration tests
- Replies: 6
- Views: 13378
Re: Kao's panel cointegration tests
Thanks for the prompt response. I am really not sure why I am getting that message. I do not have any missing data (using a balanced panel). I know that the time period is short but I am dealing with both I(0) and I(1) variables. Before using applying a DOLS model to the data, I would have liked to ...
- Wed Jul 25, 2012 7:29 am
- Forum: General Information and Tips and Tricks
- Topic: Kao's panel cointegration tests
- Replies: 6
- Views: 13378
Re: Kao's panel cointegration tests
Hi everyone, I am trying to run Kao and Pedroni's cointegration test for the following model in Eviews7: LMOB LFIX LPOP LRDPG COMP TIME Can someone tell me how many observations (from the time dimension) is necessary to conduct the tests? My panel dataset is on 14 cross-sections for the period 1996-...
