Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Question regarding panel data diagnostic
From
amatoallah ouchen <[email protected]>
To
[email protected]
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.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/