PANEL COINTEGRATION ESTIMATION OUTPUT

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dungredda1
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PANEL COINTEGRATION ESTIMATION OUTPUT

Postby dungredda1 » Mon Apr 04, 2016 6:48 pm

I need assistance in order to interpret the Cross section specific parametric and non parametric results . I have run a panel cointegation estimation using a sample of nine countries and a thirty year time series of six flow variables. IN the Augemnted Dickey Fuller (parametric) and Phillips Perron (non parametric) results output one of the countries in the sample appears as Dropped from Test. I would like some assistance as to what this mens in terms of the sample, if should this compromise the whole estimation or just the results pertaining to such country. Where could I find some orientation in this topic. Its not in your on line help topics for sure.
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Douglas Ungredda

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