ADF test

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delcredere
Posts: 15
Joined: Sat Sep 10, 2011 2:52 pm

ADF test

Postby delcredere » Sat Sep 10, 2011 2:55 pm

Hi . i am doing adf test on panel data. however, the panel of one of the variables is still non-stationary even at 2nd difference. what should i do?

dimitris
Posts: 14
Joined: Fri Sep 09, 2011 6:14 pm

Re: ADF test

Postby dimitris » Mon Sep 12, 2011 8:26 am

have u concidered to check the variables to logarithm?? if u do that u might find stationarity to all your variables


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