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RE: st: RE: Question about stationarity


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Question about stationarity
Date   Tue, 3 Nov 2009 17:45:26 -0000

You should be able to answer this for yourself from your understanding
of your research problem. I can imagine situations in which the tobit is
regarded as flawed for this reason, and parts in which it is a feature. 

N.B. I am not a Professor. 

Nick 
[email protected] 

amatoallah ouchen

Thanks a lot for your interest Professor Nick,

As I'm using  a time series data in my tobit model, someone asked me
if I've already checked the stationarity of my data , something we do
before running any linear regression for example, so I'was wondering
if I should check it even for my my tobit model .

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