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st: Re: ST : Application of xtpmg

From   wangpan110 <>
Subject   st: Re: ST : Application of xtpmg
Date   Fri, 24 Sep 2010 11:26:29 -0700 (PDT)

Hi Ananou, as far as i know, when we take account cointegration relation,
FMOLS or DOLS or random coefficient models are three optional regression
model to use, and you could cross check the consistency of coefficients
under different models. 

coud you do me a favor, please. i am doing the panel cointegration test, but
i dont know to to exectue Pedroni cointegration test in STATA do.file, could
you pass this do.file to me, please. or any other STATA do.file for the
panel cointegration test? I appreciate your help. 

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