 Usage:  (output)=pancoint(z,d,m,lag, {T} )  

 

 Input:



  z                      NT x {2+} k data matrix 

                         

  d                      d=0 for no deterministics, =1 for a constant, =2 for trend 

                         

  m                      truncation lag for the kernels used for the FM-OLS 

                         

  lag                    number of lagged differences for the ADF test on the residuals 

                         

  T                      Common number of time periods for balanced panel (optional) 

                         

 Output:



                         string with output table 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

