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st: Unit root test of different orders

From   varuna dreepaul <>
Subject   st: Unit root test of different orders
Date   Thu, 28 Jun 2012 00:56:31 +0400

Dear all,

I am carrying a panel cointegration analysis to analyse the
relationship between carbon emission, gdp and trade.
My dependent variable is carbon andd independents are gdp and trade.
When i'm running xtfisher test in stata, my dependent variable is
stationary at level I (0) but independent variables (trade and gdp)
are I (1).

I'm confused about the next step that i should be doing whether i can
carry the xtwet test for cointegration.
Can you please help me.
Thanking you.

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