Hello Dexter,
I read your message and I also suffered from the same question that you asked. Could you find any reliable source from econometric literature that tells do we need to check unit root for dummy variables? or it is assumed that all dummies are stationary by its nature?
Take care.
Search found 1 match
- Wed Nov 09, 2016 4:56 pm
- Forum: Econometric Discussions
- Topic: on dummy variable stationarity
- Replies: 2
- Views: 5621