(EViews 10) How to Perform Panel Fully modified OLS (FMOLS) in Panel Co integration Model 2

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Fully modified OLS (FMOLS) is a non-parametric approach used to deal with serial correlation.

1. Open data.
2) Run Panel Unit Root Model both at the level and first difference and intercept only with interpretation.
3) Perform Panel Cointegration Model with interpretation using:
 Pedroni (Engle-Granger Based)
 KAO (Engle-Granger Based)
 Fisher (Combined Johansen)

Using Three Trend Specifications:
• Individual intercept
• Individual intercept and Individual Trend
• No intercept and Trend
4) Panel FMOLS Model

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