Panel with CATS

A forum for questions and answers regarding the CATS cointegration procedure

Panel with CATS

Postby Nadiarock1 » Fri Oct 30, 2009 11:39 am

Hi Tom,

I have a quick question. I want to know if CATS could work with panel data ? I red I lot about CATS for the last days and I havent found something about panel dataset for CATS.


Thank you,
Nadia
Nadiarock1
 
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Re: Panel with CATS

Postby moderator » Fri Oct 30, 2009 1:52 pm

No, CATS is not really designed to work with panel data.

Regards,
Tom Maycock
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