Hi everyone,
I am a beginner when it comes to STATA, and I currently carrying out a time-series analysis using the VECM.
I have a question related to the ADF TEST.
I don't actually know in which situations I should include the drift, the trend and the constant.
Can someone please help me with that?
Thanks in advance
Related Posts with ADF TEST- drift, trend and constant
Is there any package for stacked Difference-in-Differences?I am wondering if there is any package for stacked difference-in-difference in STATA which is useful…
Java virtual machine is not available at this timeMy Stata 15 suddenly stop working and I receive the message "Java virtual machine is not available a…
Storing a command as a macroHello Statalist, I am writing a long .do file that uses the same command at many different points: …
How to read the result by running did_multiplegt code in STATA?One way of treating the heterogeneous impact of staggered laws is to use did_multiplegt method devel…
destring before appendHi all, So I am trying to append 3 excel sheets into one Stata file but I would need to destring on…
Subscribe to:
Post Comments (Atom)
0 Response to ADF TEST- drift, trend and constant
Post a Comment