79645466

Date: 2025-05-30 12:37:23
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The example of the dataset given in R cran i.e Produc dataset has the dimensions of 816 observations with 11 variables...i.e wht it runs without any error...

Therefore we must look for another test which takes into account the cross sectional dependence and has cross sections less than 10. One possible test is that proposed by Bai and Ng and CADF tests

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Posted by: Khursheed Hussain Dar