Panel Cointegration-Test (Pedroni)

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Steffen
Posts: 5
Joined: Sat Mar 06, 2010 3:30 am

Panel Cointegration-Test (Pedroni)

Postby Steffen » Fri Apr 23, 2010 10:53 am

Hi!

I've problems interpreting the Pedroni-Test output.

The results suggest rejection of the null of no cointegration for the panel-statistics but provides totally different results for the group-statistics that can't find cointegration.

I'm looking very forward to any ideas of how to explain this outcome.

Regards,

Kristin
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