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?
Kruskal-Wallis H test with Binary Variable across multiple groups- Converting to string with values equal to previous numeric labels
- transition matrix for direct stockholding using xttrans or xttab
- Finding Slope of Linear Regression: Battle-Related Deaths & Year
- Help require with Syntax of PPVT (cognitive test) scoring of Young Lives
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