Dear Professors,
I am using xtabond2 for my research (System GMM)
My questions are the following;
1. Do I need to test unitroot of the regression variables (dependent+independent variables)
If I test and found that there is unitroot then how can I use variables (i.e., which form) for the analysis.
2. One reviewer suggested me to do structural break test. Then how do I do structural break analysis. If I find there is a structural break then how do I run the model using xtabond2 stata command.
Please help me.
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