Pedroni test
Posted: Thu Dec 10, 2015 3:02 pm
Hi,
I am trying to run Pedroni cointegration test for a panel with 19 cross sections (countries), 41 years and 3 regressors, total 779 observations, all of them in logs. But when I try to run the test I get the error "Insufficient number of observations", I checked the data and there are not missing values. The thing is that I tried with the same data without the logs and the test works...so, could you help me to understand why?
Thanks.
I am trying to run Pedroni cointegration test for a panel with 19 cross sections (countries), 41 years and 3 regressors, total 779 observations, all of them in logs. But when I try to run the test I get the error "Insufficient number of observations", I checked the data and there are not missing values. The thing is that I tried with the same data without the logs and the test works...so, could you help me to understand why?
Thanks.