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Re: st: Panel test for cointegration

From   <>
To   <>
Subject   Re: st: Panel test for cointegration
Date   Fri, 24 Aug 2007 19:09:57 +0100


Thanks for your answer. Before posting my question I used -nharvey- thinking that it was a cointegration test command. However, this command tests for common trends among the different series in one panel (that is, the variable specified). It doesn't allow testing for a cointegrating relationship among the variables of the model. I'll follow your suggestion and try to use EViews6.


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