30 дек. 2022 г. · I'm trying to use xtcointtest to do cointegration tests for each individuals separately in panel data and store the results, so I need run the command ...

24 янв. 2018 г. · The xtcointtest command is built into Stata Version 15. See the output of Code: search xtcointtest which, if it had been from SSC, would have directed you to ...

13 янв. 2018 г. · Hello, Stata 15 have introduced new Cointegration test: xtcointtest of 3 different types KAO, PEDRONI & WESTERLUND.

31 мар. 2023 г. · I am struggling to figure out how to test for long run cointegration using xtpedroni or xtcointtest. I am using Stata 17 for windows.

17 дек. 2022 г. · The command xtcointtest pedroni is an official command, but it only produces 3 test statistics, each of which are positive (?), and don't seem ...

31 мая 2018 г. · I wanted to test cointegration for my dataset among variables. because this is panel data I thought I would need a command such as xtcointtest.

7 мая 2021 г. · The error accures when i include GDP to Pedroni and westerlund tests, when run them without it eveything works fine. . xtcointtest pedroni trade ...

20 мая 2022 г. · I have panel data N=19 and T=29 with gaps in the time series. I need to do cointegration. The known Stata tests; xtcointtest and xtwest require data without ...

15 сент. 2023 г. · I wanted to test cointegration for my dataset among variables. because this is panel data I thought I would need a command such as xtcointtest.

10 апр. 2019 г. · To test for panel cointegration relationship between variables, "xtcointtest " can be used with 03 types of test. I also know that "xtpmg ...