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by wyrd
Thu Apr 03, 2008 11:04 am
Forum: Panel Data
Topic: Panel cointegration
Replies: 0
Views: 8242

Panel cointegration

Hi there! I have a question about the use of panelfm and pancoint.src, written by Pedroni. After the estimation (with panelfm) you can obtain the results of Pedroni tests with pancoint. However, I was wondering about which are the appropriate critical values to be taken into account, in 2 different ...