The RATS Software Forum

A Forum for RATS Software and Econometrics Discussions
https://estima.com/forum/

a question on panel data?

https://estima.com/forum/viewtopic.php?t=2518

Page 1 of 1

a question on panel data?

Posted: Mon Nov 09, 2015 9:41 am
by hardmann
Dear Tom:
I want to estimate the impact on regions with several countries of oil price. For a single country, I can estimate a cointegration between oil price and GDP. For a regions, I estimate repeatly for each country, or setup a panel data with same oil price

Best regard
Hardmann

Re: a question on panel data?

Posted: Mon Nov 09, 2015 10:39 am
by TomDoan
Did you actually find that oil price and GDP were cointegrated?

I have no idea how to answer your question. If the two series are cointegrated for multiple countries, what assumptions are you making about how the dynamics are related across countries?
All times are UTC-06:00
Page 1 of 1

Powered by phpBB® Forum Software © phpBB Limited