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by sohel
Mon Feb 14, 2011 12:03 am
Forum: Econometric Discussions
Topic: Use of non-stationary variable in time series GMM
Replies: 1
Views: 2611

Re: Use of non-stationary variable in time series GMM

I am using version 7
by sohel
Sun Feb 13, 2011 11:30 pm
Forum: Econometric Discussions
Topic: Use of non-stationary variable in time series GMM
Replies: 1
Views: 2611

Use of non-stationary variable in time series GMM

Hi,

I am trying to estimate a time series GMM regression. One of my regressors is non-stationary. Can any anyone tell me whether a non-stationary regressor can be used in time series GMM?

Thanks

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