Panel cointegration analysis with xtpedroni
Panel cointegration analysis with xtpedroni
About this item
Full title
Panel cointegration analysis with xtpedroni
Author / Creator
Publisher
Sage Publications, Inc
Journal title
Stata Journal, 2014, Vol.14 (3), p.684
Language
English
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Publisher
Sage Publications, Inc
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Scope and Contents
Contents
In this article, I introduce the new command xtpedroni, which implements the Pedroni (1999, Oxford Bulletin of Economics and Statistics 61: 653-670; 2004, Econometric Theory 20: 597-625) panel cointegration test and the Pedroni (2001, Review of Economics and Statistics 83: 727-731) group-mean panel-dynamic ordinary least-squares estimator. For nons...
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Full title
Panel cointegration analysis with xtpedroni
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Record Identifier
TN_cdi_gale_infotracacademiconefile_A473789672
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_infotracacademiconefile_A473789672
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ISSN
1536-867X
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