How to estimate with Pesaran step by step

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asiri8
Posts: 4
Joined: Sat Oct 27, 2012 3:31 am

How to estimate with Pesaran step by step

Postby asiri8 » Sun Nov 11, 2012 8:30 pm

I have many variables some of them are integrated in level, and other I(1), I(2)

Dependent variable
PGDP I(1)
Independent Variable :
BankL I(0)
GOVL I(1) ,
GOVS I(1) ,
I I(0) ,
INF I(2) ,
M I(2) ,

SO HOW TO ESTIMATE THESE VARIABLES WITH Pesaran model

asiri8
Posts: 4
Joined: Sat Oct 27, 2012 3:31 am

Re: How to estimate with Pesaran step by step

Postby asiri8 » Mon Nov 12, 2012 7:51 am

I hope to get answers after this reply.


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