a question on panel data?

Questions related to panel (pooled cross-section time series) data.
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hardmann
Posts: 252
Joined: Sat Feb 26, 2011 9:49 pm

a question on panel data?

Unread post by hardmann »

Dear Tom:
I want to estimate the impact on regions with several countries of oil price. For a single country, I can estimate a cointegration between oil price and GDP. For a regions, I estimate repeatly for each country, or setup a panel data with same oil price

Best regard
Hardmann
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: a question on panel data?

Unread post by TomDoan »

Did you actually find that oil price and GDP were cointegrated?

I have no idea how to answer your question. If the two series are cointegrated for multiple countries, what assumptions are you making about how the dynamics are related across countries?
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