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- Sun Jul 21, 2013 5:21 am
- Forum: Econometric Discussions
- Topic: Unit Root for Panel Data
- Replies: 0
- Views: 1686
Unit Root for Panel Data
my study is on relationship between macroeconomic variables on stock returns. I use 4 Macroeconomic variables for 6 years. its panel data. how do i run the unit root test. dont i get the 1% and 5% level for unit roots under panel data. I am using the version 7.