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Thanks for answer me back. :) here is another my question! please answer this one too. u know I read somewhere fisher unit root test is used for heterogeneous panels & Kao cointegration test is used for homogeneous panels! so u think it is suitable if we used them in one mode?l!! :? I see Kao is...

Hi every one. I've been having a question from one month. at least I understand I couldn't answer it without help! here is my question. I estimate unbalanced panel with 6 period & 20 cross-section. I used im-pesaran & shim also fisher ADF for testing unit root. 5 of my variables are I(1) &am...

Hi, I read your post in Eviews I have same question about panel cointegration. I used fisher ADF unit root test and then I couldn't use pedroni or fisher . I can use just Kao test . so I want to know what did you do after that? you used Kao or what?
Regards,
amirpooya