Search found 1 match
- Mon Mar 16, 2015 10:18 am
- Forum: Econometric Discussions
- Topic: Non-stationary data
- Replies: 0
- Views: 1927
Non-stationary data
Hello, I am trying to run a simple OLS panel data regression, but I encounter several problems. First, I did a unit root test to check for stationarity. I used a panel unit root test - I looked at ADF – Fisher Chi-square. I thought it is better than the Levin, Lin & Chu test since the latter one...