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- Wed Feb 13, 2013 7:17 am
- Forum: Econometric Discussions
- Topic: Estimation method used in panel cointegration tests
- Replies: 1
- Views: 2443
Estimation method used in panel cointegration tests
Hi all, I want to ask about the estimation methods employed for the 1st stage of the residual-based panel cointegration tests in Eviews 7.1. For example in Pedroni tests does it use FMOLS? And is there any way to obtain the estimated cointegration relation tested in the panel cointegration tests. Th...