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st: Question regarding panel data diagnostic


From   amatoallah ouchen <at.ouchen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question regarding panel data diagnostic
Date   Thu, 22 Jul 2010 22:36:55 +0100

Good day Stata-listers,
I'm currently working on a panel data analysis (N=17, T=5), in order
to check for the spurious regression problem, i have to  test for
stationarity but i've read somewhere  that i needn't to test for it as
 my T<10 , what do you think? if yes  is there any other test  i have
to  perform in such case (a kind of cointegration test for small T?)

Any hint would be highly appreciated.

Ama.
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