Hello there,
I have multiple variables that are I(0) and I(1). Once I conduct unit root test with a linear trend, every variable is I(0), which lets me to fixed effects model. Does it mean in my FE model, I have to include a linear trend? Thanks for consideration.
If a variable is stationary with a linear trend, do I have to include a linear trend in estimatoin?
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Re: If a variable is stationary with a linear trend, do I have to include a linear trend in estimatoin?
It's probably a good idea.
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