-xtwest- requires continous time series

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-xtwest- requires continous time series

wangpan110
Hi all, i am running a panel dataset and want to examine the panel cointegration.

1) I use -xtwest- but the screen pops up "countinous time series are required. Following series contain holes". Does it mean my dependent variable with lots missing values? if it is, how can i cope with these missing values under -xtwest-?

2) Does any one know the ado file for the Pedroni panel cointegration, could you share with me, please.

Any help is appreciated.

Pan
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Re: -xtwest- requires continous time series

mouna
This post has NOT been accepted by the mailing list yet.
Hi,
 I have the same problem as  you and I fail to found a solution since two week
could you please explain me how you did to overcome this problem?
many thanks