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| From | wangpan110 <wangpan110@hotmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: panel cointegration test do.file |
| Date | Fri, 24 Sep 2010 15:03:33 -0700 (PDT) |
Hi everyone, i am running a panel data and need test the panel cointegration. I have used two commands , but results are not encouraged. 1) when i execute the -xtwest-, output dispalys as"continous time-series are required. Folloing series contain holes". Is there any way to fix this problem? 2) when i run -nharvey- test for, i cannot not get the critical value for 173 series. How can i get these critical values? I am wondering if any one konws the do.file for Pedroni panel cointegration test? any help is very appreciated. Pan -- View this message in context: http://statalist.1588530.n2.nabble.com/panel-cointegration-test-do-file-tp5568557p5568557.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/