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Hi Everybody,

I would be grateful if someone could assist me with the estimation of Cointegration regressions in Panel:
I have type Cointreg in the command Box and got the estimation equation menu

However, when i try to run the regression after listing my dependent variable and list of cointegrating regressors, I get the following message:

"This procedure is not supported in a workfile with a panel structure with more than one cross-section in the sample"

I want to know why I get this mesage and whether I should have specified other things in the estimation equation menu?

Grateful to have some feedback

Regards

Nitin

Hi,

Just wanted to add that Im using Eviews 7

Regards

Nitin

There's a discussion of this here...

http://forums.eviews.com/viewtopic.php? ... ion#p12162

hi,

thanks glen
hope to get this feature in future versions of eviews

regards
nitin