Use of non-stationary variable in time series GMM

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sohel
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Joined: Tue Nov 23, 2010 6:50 pm

Use of non-stationary variable in time series GMM

Postby sohel » Sun Feb 13, 2011 11:30 pm

Hi,

I am trying to estimate a time series GMM regression. One of my regressors is non-stationary. Can any anyone tell me whether a non-stationary regressor can be used in time series GMM?

Thanks
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sohel
Posts: 2
Joined: Tue Nov 23, 2010 6:50 pm

Re: Use of non-stationary variable in time series GMM

Postby sohel » Mon Feb 14, 2011 12:03 am

I am using version 7
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