panel vecm
Posted: Tue Oct 19, 2010 8:11 pm
dear
may you provide the code the estimate the Panel Vecm model?
thank you very much
now i use pedroni' method get Fully Modified LS residuals , how to estimate the PVECM ?
may you provide the code the estimate the Panel Vecm model?
thank you very much
now i use pedroni' method get Fully Modified LS residuals , how to estimate the PVECM ?