Hello,
I have an unbalanced panel data set consisting of N=25,102 and T between 1-35 years (on average T=9 years) and would like to perform an ARIMA analysis. I have run Fisher-type unit root tests as these are the only tests that allow for unbalanced panel data, as far as I understand. The four tests all reject the null hypothesis of "All panels contain unit roots" at the 1% level. My question is what does this tell me about stationarity? It could be the case that only one or only a tiny share of the panels are stationary. Isn't the result trivial? Is this result sufficient to assume stationarity in my panel?
Thank you in advance for your help,
Mia
Related Posts with Interpreting Fisher-type unit root tests in panel data
can one use MATA within an ML programI am trying to write a customize likelihood function, where I want to numerically integrate using MA…
Gmm Estimator in panel data simultaneous EquationIn Stata software version 15 , if I want to check and see the result of individuals in GMM Estimator…
Propensity score matchingwhen using propensity score matching approach which command on STATA should be used pscore, psmatch2…
Synthetic matching with Pre-Intervention Outcomes ONLYHi, I want to compare the treatment effect on the patent quantity produced by treatment and control…
Portfolio construction Fama & FrenchHello This is not only a question about a code and you probably need to know the paper "A five-fact…
Subscribe to:
Post Comments (Atom)
0 Response to Interpreting Fisher-type unit root tests in panel data
Post a Comment