Hi All,
i have a quick question which i hope someone can help me answer.
Are unit root tests absolutely neccessary when using the panel least squares method?
I have been told that not all variables need to be stationary when running my regression.
Can someone please confirm?
Many thanks,
Sam O
Search found 1 match
- Thu Feb 03, 2011 12:25 pm
- Forum: Econometric Discussions
- Topic: Unit Root Tests with Panel Least Squares
- Replies: 0
- Views: 1987