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| From | sabbas gidarokostas <sabbasgidarokostas@googlemail.com> |
| To | statalist <statalist@hsphsun2.harvard.edu> |
| Subject | st: can Arellano-Bover estimator be used when some regressors or the dependent variable contain a unit root? |
| Date | Tue, 19 Jun 2012 01:02:09 +0100 |
Dear all, I have a dynamic panel regression with fixed effects and using the xtunitroot iip i found that some variables contain unit root. Is is still valid to use Arellano-Bover estimator? I think yes because we take the first difference. Am i right? cheers * * 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/