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st: How to estimate panel data with both stationary and trend stationaryvariables?


From   "Thuy Le" <tl6775a@american.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How to estimate panel data with both stationary and trend stationaryvariables?
Date   Mon, 17 Apr 2006 13:58:38 -0400

Hi,

I have a panel data set with (N,T) = (59,9). All of the variables are
stationary under levinlin test with constant, except the dependent variable
and one explanatory variable. These two variables are trend-stationary.
 
I read the XT manual but could not find any specific example on how to
proceed with these data set. Searching the statalist archive did not yield
an answer either. 

What is the appropriate estimator for this type of data?

Thanks,

Thuy Le


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