Panel cointegration test, where N>T
Posted: 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.
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.