cointegration test problem

[leolii]

yes, I just simply use Kao

[amirpooya]

Thanks for answer me back. :) here is another my question! please answer this one too.
u know I read somewhere fisher unit root test is used for heterogeneous panels & Kao cointegration test is used for homogeneous panels! so u think it is suitable if we used them in one mode?l!! :?
I see Kao is the only remedy ! but I want to know my answer too. :?

[aasia_khan]

hi i have a problem regarding johansen cointegration . i have panel of 4 variables and 5 cross sections. with total 215 observations. when i run johansen cointegration a dialog box appear " invalid or duplicate specification or insufficient data for estimation" while other tests like Kao and Pedroni gives the results for same variables. i am using Eviews 8. :( plz guide me.

[dakila]

Could you post the workfile? What version are using?