I run a panel data model (N=5, T=17, unbalance). The depended variable is stationary while three of the six independent variables are non-stationary. These non-stationary variables are cointegrated. Are the regression results misleading?
Related Posts with Can i have stationary and non-stationary variables together in a panel data model?
Proper way to merge dataHello I have two data sets, they both have the common variable person_ID. One dataset consists of th…
Expand panel data to the latest datapoint available by groupHi, I would like to expand the data to the latest datapoint available by group ("unit_id" in my cas…
Two questionsHello, I have two questions regarding the data set below. First I have two data sets, one that shows…
Proper way to merge dataHello I have two data sets, they both have the common variable person_ID. One dataset consists of th…
Proper way to merge dataHello I have two data sets, they both have the common variable person_ID. One dataset consists of th…
Subscribe to:
Post Comments (Atom)
0 Response to Can i have stationary and non-stationary variables together in a panel data model?
Post a Comment