Hi there
Can anyone help with the stata command for this test "Durbin-Hausman cointegration test, developed by Westerlund (2008)"? It is panel cointegration test uses in case of present cross-section dependency and the series are in different order of cointegration I(0), I(1).
Thanks very much
Can anyone help with the stata command for this test "Durbin-Hausman cointegration test, developed by Westerlund (2008)"? It is panel cointegration test uses in case of present cross-section dependency and the series are in different order of cointegration I(0), I(1).
Thanks very much
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