panel vecm

Questions related to panel (pooled cross-section time series) data.
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luxu1983
Posts: 61
Joined: Wed Aug 12, 2009 10:53 pm

panel vecm

Unread post by luxu1983 »

dear
may you provide the code the estimate the Panel Vecm model?
thank you very much :D
now i use pedroni' method get Fully Modified LS residuals , how to estimate the PVECM ?
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