Cointegration tests

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lnp3
Posts: 69
Joined: Sat Oct 01, 2011 7:28 pm

Cointegration tests

Postby lnp3 » Wed Oct 02, 2013 6:11 am

dear group,

I am using Eviews 8. I am doing a panel co-integration study. Do dummy variables and interaction dummy variables (country dummy*GDP, for instance) enter unit root and co-integration tests?

in other words, should I test them for stationary and co-integration?

best regards,
lnp3
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