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st: xtivreg and xtivreg2 stationarity issue
From
Fulbert TCHANA TCHANA <[email protected]>
To
Statalist Stata <[email protected]>
Subject
st: xtivreg and xtivreg2 stationarity issue
Date
Tue, 6 Jul 2010 15:09:40 +0100
Dear all,
I will like to know if in a panel data with large N (e.g 29 individual) show T (e.g. 12 years),the stationarity of variables is important for the cosnsistency of xtivreg and xtivreg 2 results.
More precisely,
1. are the results of xtivreg and xtivreg 2 relevant only when all variables are stationary?
2. what to do if some variables are stationary and some are not?
3. what to do if all the variables are not stationary
Thanks in advance,
Regards,
Ful.
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