I need to test the co-integration relationship between some variables in the presence of structural breaks I have some codes to do this in Panel data but the problem is how i can import data to the program
Dear Hicham, I think you are talking about Carrion et allii (2005) tests. First, save your data in a text file without headers. Then, change the path in the line where the 'output' command is implemented. Besides, change the path in the line where the 'load' command is implemented. Finally, change the name for the columns which are the panel identifiers. Select the options, like options like the number of breaks, the percentage of trimming and you're done. Don't forget to run the code after ;-)
Best,
Jamel Saadaoui Thanks a lot sir but I d'ont understand can you show me by pictures in this email [email protected] if you can and thanks a lot again
- Badges
- Science topic
- Similar topics
- Computer Science
- Program