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panel cointegration test: time dimension

From   roberto zanola <[email protected]>
To   [email protected]
Subject   panel cointegration test: time dimension
Date   Fri, 7 Apr 2006 10:58:42 +0200 (CEST)

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?


roberto zanola

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