Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Panel cointegration
From
dar mark <[email protected]>
To
[email protected]
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
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/