Panel cointegration test, where N>T

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win
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Joined: Wed Jul 29, 2015 10:54 pm

Panel cointegration test, where N>T

Postby win » Wed Jul 29, 2015 11:12 pm

Hi,

I am trying to conduct panel cointegration test with eviews, but it shows "insufficient number of observations".

My balanced panel has N=7 and T=4. My guess is that the observation for T=4 is insufficient. But if there is no additional information on T, is there any alternative to test for stationarity in the data? Please advise.

Thank you.

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