Hi everyone,
I am testing for unit roots with a balanced panel data set. I will be using the IPS and Fisher ADF tests.
My question is what form to use: Level or first difference? I am worried about fixed effects, so maybe first difference is a better choice? Eviews7 btw.
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- Wed Feb 20, 2013 6:32 am
- Forum: Econometric Discussions
- Topic: Unit root testing
- Replies: 1
- Views: 1757