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st: panel cointegration test do.file


From   wangpan110 <wangpan110@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: panel cointegration test do.file
Date   Fri, 24 Sep 2010 15:03:33 -0700 (PDT)

Hi everyone, i am running a panel data and need test the panel cointegration.
I have used two commands , but results are not encouraged.

1) when i execute the -xtwest-, output dispalys as"continous time-series are
required. Folloing series contain holes". Is there any way to fix this
problem?
2) when i run -nharvey- test for, i cannot not get the critical value for
173 series. How can i get these critical values?

I am wondering if any one konws the do.file for Pedroni panel cointegration
test? 

any help is very appreciated.

Pan
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