Hello,
I want to ask if I performing the Fixed Effects and Random Effects for the models of the study, should I check the stationarity of variables by unit root test and then apply the differences for the variables not stationary in level then I perform the Fixed Effects and Random Effects?
or there is no need to apply the stationarity for the variables in Fixed Effects and Random Effects models?
for my study N=11 and T=32 and variables stationary in I(0) and I(1)
Thank you
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