On a notice of a data panel cointegration output (Pedroni)

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Salguod
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Joined: Wed Aug 19, 2015 8:04 am

On a notice of a data panel cointegration output (Pedroni)

Postby Salguod » Wed Aug 19, 2015 8:26 am

I am working on data panel estimation (Pedroni test of oinctegration) for groups of countries relating investment flows.
In the bottom half of the output, sometitmes results identify one or two countries with a "Dropped from the test" note.
I need help to elucidate why I might get this result.
Best
Douglas

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