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- Fri Jan 18, 2013 8:59 am
- Forum: Econometric Discussions
- Topic: First difference
- Replies: 6
- Views: 17389
First difference
Dear all, I am trying to run an OLS regression with time series data. My data turns out to be non-stationary at level; however it is stationary at the first difference (ADF). My issue is that when I run the regression with first difference variables the effect they have becomes insignificant. Wherea...