Panel Cointegration

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rose
Posts: 8
Joined: Sun Apr 10, 2011 1:16 am

Panel Cointegration

Postby rose » Thu Apr 14, 2011 3:10 am

I am working on panel cointegration . I have applied LLC and IPS unit root test and Pedroni cointegration approach. The Pedroni cointegration approach shows that there is cointegration between eh variables . I want to apply the FMOLS technique on that , but this approach is not available in paned data workfile.
But this approach is available in the normal workfile .
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Panel Cointegration

Postby EViews Glenn » Thu Apr 14, 2011 9:18 am

There's a discussion of this here...

http://forums.eviews.com/viewtopic.php? ... ion#p12162
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