Does exist any software or code for Kao 1999 test with trend?

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Mousumi Bhattacharya

In Eviews Kao test can be done with trend.

Reynaldo Senra

Dear professor Bhattacharya, very much thank you for your quick response. However, I am using Eviews 10 and it is not possible to perform the Kao test with trend. Indeed the most recent Eviews help file for Panel cointegration available here

http://www.eviews.com/help/helpintro.html#page/content/coint-Panel_Cointegration_Testing.html

Indicates that "The Kao test only allows for Individual intercept".

Are you working with a previous version of Eviews (7, 8 and 9) where the kao test maybe was a available with trend ?

Hamid Muili

I think the original kao (1999) code was written in Gauss. You can download the code from the author's website and go through the manual o see if it was written to incorporate deterministic trends.