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panel cointegration test: time dimension


From   roberto zanola <rzanola@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   panel cointegration test: time dimension
Date   Fri, 7 Apr 2006 10:58:42 +0200 (CEST)

I am performing panel cointegration test by using the
Nyblom and Harvey routine. Two questions:
(1) how long does time dimension have to be (at least)
in order to have consistent results? 
(2) does it exist any other do.file routine for panel
cointegration test?

Regards

roberto zanola


		
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