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unit root and GMM
https://forums.eviews.com/viewtopic.php?t=10635
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unit root and GMM
Posted:
Fri Jul 25, 2014 6:10 pm
by
delcredere
do you need to do a panel unit root test in conjunction with the system GMM estimation ? or the time series do not need to be stationary for GMM estimation to yield valid estimates?