EViews.com

EViews User Forum
https://forums.eviews.com/

Pedroni cointegration test

https://forums.eviews.com/viewtopic.php?t=10972

Page 1 of 1

Pedroni cointegration test

Posted: Tue Oct 07, 2014 5:57 am
by tvonbrasch
Hi

Does the Pedroni Residual Cointegration test require a balanced panel data set, or can it be unbalanced?
Thomas

Re: Pedroni cointegration test

Posted: Tue Oct 07, 2014 11:04 am
by EViews Glenn
The Pedroni cointegration test does not require a balanced sample.
All times are UTC-07:00
Page 1 of 1
Powered by phpBB® Forum Software © phpBB Limited
https://www.phpbb.com/