EViews.com

Posted: **Wed Feb 13, 2013 7:17 am**

Hi all,

I want to ask about the estimation methods employed for the 1st stage of the residual-based panel cointegration tests in Eviews 7.1. For example in Pedroni tests does it use FMOLS? And is there any way to obtain the estimated cointegration relation tested in the panel cointegration tests.

Thank you in advance,

Posted: **Wed Feb 13, 2013 10:32 am**

The first stage regression is OLS.

EViews 8 will have panel FMOLS and DOLS estimation methods. The beta is available for download.

EViews.com

Estimation method used in panel cointegration tests

Estimation method used in panel cointegration tests

Re: Estimation method used in panel cointegration tests