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Panel cointegration

Posted: Mon Jan 09, 2017 10:28 am
by gislaine_mq
Hello
I'm estimating a cointegrated panel model. I did the unit root tests, cointegration tests and estimation of the DOLS and FMOLS models. My question is how to know the level of significance of the statistics found? At the levels of 1%, 5% and 10%, usually presented by asterisks, respectively, *, **, ***. I can not see in the Eviews results.

thanks

Re: Panel cointegration

Posted: Sat Jan 14, 2017 3:45 pm
by Krille
Can't you use the t-stats ans p-values?

/Krille

Re: Panel cointegration

Posted: Sun Jan 15, 2017 10:10 am
by gislaine_mq
Yes, but I was in doubt about the level of significance.

Gislaine

Re: Panel cointegration

Posted: Sun Jan 15, 2017 12:40 pm
by Krille
Ok, I see.

If your p-value is lower than 0.10 then you have one-star significance, lower than 0.05 two-star, and lower than 0.01 three-star-significance.

Hope this can help.

/Krille