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st: Cointegration in panel
From
"Terzopoulou, Eleftheria" <[email protected]>
To
"[email protected]" <[email protected]>, "[email protected]" <[email protected]>
Subject
st: Cointegration in panel
Date
Wed, 15 Jun 2011 03:01:11 +0100
Dear Statalisters,
I want to test for cointegration in panel. Is it correct to retrieve residuals from fixed effects and apply Levin Lin statistic?
Thank you,
Elli
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