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st: Thread-Index: AQHMKdeuEm1fDg0j7ECQhOMRPfwUSw==


From   "Terzopoulou, Eleftheria" <et268@exeter.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Thread-Index: AQHMKdeuEm1fDg0j7ECQhOMRPfwUSw==
Date   Mon, 13 Jun 2011 15:39:20 +0100

Hello

I would like to ask regarding unit roots in panels. I found that the dependent variable is I(0) and the independent I(1) but after demeaning and including time trend are I(0). Thus, now I want to run FE and RE. In order to not have spurious results how I have to tranform my variables? first differences? Also how can I test for cointegration in panels? Hint: one of the explanatory variables are the square term of the other.

Thank you in advance
Elli
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