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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