Estimation method used in panel cointegration tests

[rose2013]

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.

Thank you in advance,

[EViews Glenn]

The first stage regression is OLS.

EViews 8 will have panel FMOLS and DOLS estimation methods. The beta is available for download.