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st: xtabond2 and unit root


From   Altan bozdoğan <bozdoganaltan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond2 and unit root
Date   Sat, 11 May 2013 10:06:30 +0300

I have panel data and I have tried to run some models using xtabond2.
But some variable have unit root (first order). For this reason, i
want to ask whether the differenced form of the data should be used in
gmm() and iv() equations.

Thanks you
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