Is there an SAS code for implementing panel cointegration tests?

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Nora H Ruel

Take a look at this paper/presentation... Http://www.nesug.org/proceedings/nesug05/an/an10.pdf

it should get you started!

Khalid Riaz

Thank you very much for your response. The tests implemented in that paper are time series cointegration tests. In principle, panel cointegration tests can be programed in SAS from a scratch. I am trying to find if some examples of panel cointegration SAS code are available.

Mehran Khayyam

hello dear

i think exist some code for this discation and you can refer to SAS web site

i hope help to you

best regard

Orion Garo

Hello all,

I am refreshing the request of this topic in a hope that Mrs. Ruel will provide an updated link of the paper mentioned in her post. The existing link is void.

All the best.