Panel Cointegration
Posted: Thu Apr 14, 2011 3:10 am
I am working on panel cointegration . I have applied LLC and IPS unit root test and Pedroni cointegration approach. The Pedroni cointegration approach shows that there is cointegration between eh variables . I want to apply the FMOLS technique on that , but this approach is not available in paned data workfile.
But this approach is available in the normal workfile .
But this approach is available in the normal workfile .