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st: cointegrated panel with ECM or DOLS


From   wangpan110 <wangpan110@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: cointegrated panel with ECM or DOLS
Date   Fri, 24 Sep 2010 15:24:45 -0700 (PDT)

Hi everyone, i am wondering to ask if my panel data is cointegrated, which
model should i use, ECM or DOLS? by the way, i dont know how to set ECM and
DOLS under panel framwork, is everyone willing to help? your suggestions are
really appreciated.

Pan
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