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st: Cointegration in panel

From   "Terzopoulou, Eleftheria" <>
To   "" <>, "" <>
Subject   st: Cointegration in panel
Date   Wed, 15 Jun 2011 03:01:11 +0100

Dear Statalisters,

I want to test for cointegration in panel. Is it correct to retrieve residuals from fixed effects and apply Levin Lin  statistic?

Thank you,
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