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- Mon Dec 14, 2009 3:48 am
- Forum: Panel Data
- Topic: RESIDUALS IN PANEL FMOLS
- Replies: 7
- Views: 13996
RESIDUALS IN PANEL FMOLS
Dear Rats Users, In order to test causality between three series in a panel of several countries and 30 years, after testing cointegration (with pancoin.src) and using panelfm.src to estimate by FMOLS a existing long-run relationship, I have to construct a panel vector error correction model for whi...