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- 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 ...