panel cointegration test: time dimension

[roberto zanola <rzanola@yahoo.it>]

I am performing panel cointegration test by using the
Nyblom and Harvey routine. Two questions:
(1) how long does time dimension have to be (at least)
in order to have consistent results? 
(2) does it exist any other do.file routine for panel
cointegration test?

Regards

roberto zanola


		
___________________________________ 
Yahoo! Messenger with Voice: chiama da PC a telefono a tariffe esclusive 
http://it.messenger.yahoo.com
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/