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st: Regression


From   "E.I. Lelwala" <lelwala@econ.ruh.ac.lk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Regression
Date   Sat, 02 Aug 2008 08:03:34 GMT

Hello,

I have a question regrading intepreting the regression coefficients. I have 
regressed a stationary dependent variable on three non stationary 
indipendent variables. I took the first differences of the three independent 
variables to make them stationary. 

1. Dependent variable already stationary.(log values of the variable)
2. independendent variables (log value of the variables) were first
   differenced to make them stationary.
3. Regressed above variables in the same regession. 

Do my regression coefficients represent the elasicity values any more?
I would be greatful if you answer. Thank you.
E.I.Lelwala
Univ of Ruhuna, Sri Lanka.

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