Suppose in panel data; variables are mix i.e. I(0) and I(1) and N > T. Can we test the panel cointegration?

Panel ARDL is not possible due to short T. Usually, Panel ARDL is used if T > N, and Panel GMM is used if N > T. How we can test panel cointegration in above case?

07 September 2021 2,088 4 View