I was trying to conduct the Pedroni's Panel Cointegration Tests and Panel Dynamic OLS estimation using the following code:
Code:
xtpedroni
Can someone help me with this?
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Tuesday, January 29, 2019
Pedroni's Panel Cointegration Tests and Panel Dynamic OLS estimation
Dear all,
I was trying to conduct the Pedroni's Panel Cointegration Tests and Panel Dynamic OLS estimation using the following code:
However, it pops out an error saying "matrix not positive definite r(506)"
Can someone help me with this?
I was trying to conduct the Pedroni's Panel Cointegration Tests and Panel Dynamic OLS estimation using the following code:
Can someone help me with this?
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