Necessity of cointegration in Panel

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popcorn
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Joined: Sun Jan 17, 2016 8:10 am

Necessity of cointegration in Panel

Postby popcorn » Tue Jan 19, 2016 5:52 am

Does one have to do cointegration when estimating a pooled OLS model, FEM or REM? Yes, unit root tests are necessary, but do I have to test for cointegration???
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