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st: xtivreg and xtivreg2 stationarity issue


From   Fulbert TCHANA TCHANA <ftchanatchana@hotmail.com>
To   Statalist Stata <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg and xtivreg2 stationarity issue
Date   Tue, 6 Jul 2010 15:09:40 +0100

Dear all,
I will like to know if in a panel data with large N (e.g 29 individual) show T (e.g. 12 years),the stationarity of variables is important for the cosnsistency of xtivreg and xtivreg 2 results.
More precisely, 
1. are the results of xtivreg and xtivreg 2 relevant only when all variables are stationary?
2. what to do if some variables are stationary and some are not?
3. what to do if all the variables are not stationary
Thanks in advance,
Regards,
Ful. 		 	   		  
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