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1:31
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StataCorp LLC
New in Stata 15: Panel-data cointegration tests in Stata
This video provides a quick overview of the *xtcointtest* command to test for long-run cointegration relationships. Three tests are available: Kao, Pedroni, and Westerlund. Researchers perform cointegration tests when time series are nonstationary to determine whether they have a stable, long-run relationship. *xtcointtest* implements a variety ...
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