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st: Pedroni tests for panel cointegration

From   "kashif saeed" <[email protected]>
To   [email protected]
Subject   st: Pedroni tests for panel cointegration
Date   Sat, 21 Aug 2004 14:13:43 +0500

Dear All,

I want to do Pedroni tests of cointegration in Panel data. I know that RATS codes of these tests are available but I do not have RATS. There must be some users effecient in both RATS and Stata. Have someone transformed these codes into Stata? Someone could help me in this regard?

I would be grateful for any help.

Kashif Saeed.

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