Pedroni Panel Cointegration Test
Posted: Sun Aug 02, 2015 1:28 am
Good afternoon,
I encountered this problem while estimating the ADF Fisher panel unit root test.
There are mixed results (some are stationary and some are not stationary in level form) for the ADF Fisher panel unit root test. Attached together the result table for further details. My question is "can I proceed with the Pedroni panel co-integration test with this kind of result output?"
Please advise.
Thanks,
Colin.
I encountered this problem while estimating the ADF Fisher panel unit root test.
There are mixed results (some are stationary and some are not stationary in level form) for the ADF Fisher panel unit root test. Attached together the result table for further details. My question is "can I proceed with the Pedroni panel co-integration test with this kind of result output?"
Please advise.
Thanks,
Colin.