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- Tue Jul 09, 2013 1:02 am
- Forum: Econometric Discussions
- Topic: pedroni coint test with panel setting
- Replies: 0
- Views: 2217
pedroni coint test with panel setting
Hi: My data includes 9 years of data, so that I included 12 cross sections. My goal is to apply a VECM model, but first I tried to check for panel ADF and Johansen coint tests. I could not do Johanson probably because of the data span, I am not sure it pools the data, but pedroni res coint test gave...