panel cointegration tests (Pedroni, Kao)

[maragloria]

Hi there,

I am trying to run two panel cointegration tests (Pedroni and Kao) using the following commands:

Code: Select all

group beer reerln govexpratio nfanorm relprln totln 'Pedroni test beer.coint (pedroni,const, lag=a,info=sic) 'Kao test beer.coint (kao,const, lag=a,info=sic)

There are two problems:

1) The lag=a command is not being executed. On the results windows I get “ User-specified lag length: 1”
2) The Kao test command is not working. The command is actually executing the Pedroni test.

Thanks for your help,

Mara

[EViews Gareth]

Looks like you have a space between the command and the option parenthesis.

[maragloria]

You're totally right! Thanks so much.