Hi everyone, i am running a panel data and need test the panel cointegration. I have used two commands , but results are not encouraged.
1) when i execute the -xtwest-, output dispalys as"continous time-series are required. Folloing series contain holes". Is there any way to fix this problem?
2) when i run -nharvey- test for, i cannot not get the critical value for 173 series. How can i get these critical values?
I am wondering if any one konws the do.file for Pedroni panel cointegration test?