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st: cointegrated panel estimation
From
wangpan110 <[email protected]>
To
[email protected]
Subject
st: cointegrated panel estimation
Date
Mon, 20 Sep 2010 06:20:36 -0700 (PDT)
Hi, i am wondering to ask a simply question. whenever i confimed the panels
are cointegrated (panel cointegration), can i use the VECM instead of Fully
Modified OLS (FMOLS)? what is the differece between them?
any help is appreciated.
Pan
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