panel vecm

Questions related to panel (pooled cross-section time series) data.

panel vecm

Postby luxu1983 » Tue Oct 19, 2010 8:11 pm

dear
may you provide the code the estimate the Panel Vecm model?
thank you very much :D
now i use pedroni' method get Fully Modified LS residuals , how to estimate the PVECM ?
luxu1983
 
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