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.