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st: Panel cointegration


From   dar mark <darmar09@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel cointegration
Date   Wed, 24 Aug 2011 03:32:06 +0100

Dear Statalisters,

I want to do a panel cointegration analysis for N=5 T=20 panel. I have
searched for estimators and found Pesaran's xtpmg. Can anyone tell me
can I apply it and if not suggest another estimator?

Thanks,
Mite
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