Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Stationarity and xtivreg and xtivreg2


From   Fulbert TCHANA TCHANA <[email protected]>
To   Statalist Stata <[email protected]>
Subject   st: Stationarity and xtivreg and xtivreg2
Date   Sat, 10 Jul 2010 18:52:09 +0100

Dear all,
I would like to know if in a panel data with large N (e.g 29 countries) small T (e.g. 12 years),the stationarity of variables is important for the consistency of xtivreg and xtivreg 2 results. More precisely, is there any possibility of spurious regression in this case if yes what can be the solution.
Thanks in advance,
Regards,
Ful. 		 	   		  
_________________________________________________________________
Hotmail: Powerful Free email with security by Microsoft.
https://signup.live.com/signup.aspx?id=60969
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index