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?
Handling addresses in STATAHi! address in the dataset is in the following format: 59 NORTH STREET, PLAINFIELD, MASSACHUSETTS, 0…
Mean t-test including fixed effectsI would like to do a Mean t-test which takes out fixed effects. Does anyone know a Stata formula for…
Difference-in-difference and TreatmentHello, I am supposed to use a difference and difference model to estimate the effect of mergers on …
Problem with generating state level variable in individual level datasetHello, I need to conduct state level analysis using individual level data. In order to achieve this…
How to merge two graphs in STATA into one with A,B labels?I am reading a paper from PNAS. Their figure 1 is as below Array Normally, when running the graph…
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