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
Related Posts with Cointegration test
longitudinal analysis with measurements taken at different timesdear stata users, I'm dealing with a longitudinal dataset with measurements taken in different time…
Problem in duplicate case using HIES 2018-19My data has duplicate cases, I want to remove duplicate case if they report '2' as response in varia…
Should I spend more time on improve my programming ability?I am a doctoral student.My major is applied econonmics.My main job is to analyze agricultural proble…
Retaining the 5 closest matches when matching firms using -rangejoin-Hi I have a matched panel data set of treated and control firms, matched on industry (sic2), and 50…
Bootstrap Maximum Likelihood Estimation_ time-seriesDear Statalist users, I would like to conduct a bootstrap maximum likelihood to estimate a linear t…
Subscribe to:
Post Comments (Atom)
0 Response to Cointegration test
Post a Comment