Pedroni cointegration test

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tvonbrasch
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Joined: Fri Apr 15, 2011 5:35 am

Pedroni cointegration test

Postby tvonbrasch » Tue Oct 07, 2014 5:57 am

Hi

Does the Pedroni Residual Cointegration test require a balanced panel data set, or can it be unbalanced?
Thomas
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Pedroni cointegration test

Postby EViews Glenn » Tue Oct 07, 2014 11:04 am

The Pedroni cointegration test does not require a balanced sample.
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