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st: Re: Pedroni t-tests


From   Ricardo Gon�alves Silva <[email protected]>
To   <[email protected]>
Subject   st: Re: Pedroni t-tests
Date   Thu, 31 Mar 2005 11:03:54 -0300

Hi

You can found Gauss routines at
http://www.cba.ua.edu/~jlee/npt.htm

and

http://www.maxwell.syr.edu/maxpages/faculty/cdkao/working/npt.html

If you do not have Gauss, Gauss Light can run these routines.
You can download it at www.aptech.com

Rick
----- Original Message ----- From: <[email protected]>
To: "STATA list" <[email protected]>
Sent: Wednesday, March 30, 2005 7:30 PM
Subject: st: Pedroni t-tests



Hello all,
I am trying to run panel cointegration tests in a heterogeneous panel. Is there
anything out there that can do Pedroni t-tests?

Thanks,
Justin Dubas




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