Hi i am doing panel analiz for banking sector i have data for 8 year for 231 banks
the panel data describition is like this
egen bankname = group (A)
xtset bankname Y
after doing this i got this message
panel variable: bankname ( strongly palanced )
time variable: y: 2011 to 2018
delta: 1 unit
how i can do Cointegration test for the variables and how i can do Augmented Dickey–Fuller test and Phillips-Perron (PP) Unit Root Tests for this panel
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