Search found 3 matches

by ccc_researcher
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.
by ccc_researcher
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 ...
by ccc_researcher
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-...

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