I want to check for stationarity among my variables in a N=10/T=20 panel dataset. I am using the -xtunitroot llc- command to conduct the Levin-Lin-Chu test for my dependent variable and my list of about 10 independent variables.
When I run the test on each of the variables, some are stationary and some are not. However, if I add the -trend- option to the ones that aren't stationary, they become stationary. When I add the -trend- option to some of the variables that were already stationary without the -trend- option, they become non-stationary. How do I interpret this? Is it okay to add different options (e.g. trends, lag-lengths, etc.) for different variables? Does this mean that I need to have a trend term in my regression?
Thanks!
Related Posts with Different specifications for unit-root tests for different variables
Replace first row with variable namesHi All, I have data that resembles the following: Code: * Example generated by -dataex-. To ins…
if loops?Hello! I'm a PhD student and relatively new to Stata. I have medicaid data, and I am assessing for …
Add one overall note, text or caption to a combined coefplotHi I use coefplot to stack several graphs together. When I want to add a note, it adds to each sub g…
Converting factor notation into dummies.Dear All, I want to conduct a two-stage least squares regression using the ivreg2 command. I have q…
Calculate difference across rows by the value of a third variableHi experts, My data are like below. It consists of one variable price, and another variable group. …
Subscribe to:
Post Comments (Atom)
0 Response to Different specifications for unit-root tests for different variables
Post a Comment