A procedure for panel unit root and cointegration test is on this web page
http://www.estima.com/Panel.shtml
click and download the code from http://www.estima.com/procs/PANCOINT.SRC
To be honest, I have not figured out how to import data from Excel to RATS in panel format yet. I am wondering if somebody can help me with it. Thanks in advance.
you can reach me at bvb509@hotmail.com


雷达卡
京公网安备 11010802022788号







