Dear All,

I ran xtpedroni cointegration and the p-values are not sowing. However, the reviewer for my paper requires that such information should be provided. Please, help me out.

The details are shown below:

Code: xtpedroni lefp lhc lgini lgdpc lurb lnr lec polity2, nopdols trend lagselect(hqic) adflags(8)


Pedroni's cointegration tests:
No. of Panel units: 11 Regressors: 7
No. of obs.: 344 Avg obs. per unit: 31
Data has been time-demeaned.
A time trend has been included.


Test Stats. Panel Group

v -2.269 .
rho 1.184 2.099
t -9.545 -10.97
adf -6.787 -7.032

All test statistics are distributed N(0,1), under a null of no cointegration,
and diverge to negative infinity (save for panel v).

.
end of do-file


Thanks very much for your reply.