Panel data integrated of order 0

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tinfah
Posts: 31
Joined: Fri Aug 12, 2011 10:23 pm

Panel data integrated of order 0

Postby tinfah » Mon Dec 09, 2019 9:54 am

What estimation technique is suitable for my data which is integrated of order 0? Do I just run a OLS. Can Cointegration be used, after doing a panel cointegration test. DOLS since ARDL is not available for panel data.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: Panel data integrated of order 0

Postby startz » Mon Dec 09, 2019 10:11 am

If data isn't integrated, it can't very well be cointegrated...
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tinfah
Posts: 31
Joined: Fri Aug 12, 2011 10:23 pm

Re: Panel data integrated of order 0

Postby tinfah » Tue Dec 10, 2019 6:10 am

It is integrated of order 0.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: Panel data integrated of order 0

Postby startz » Tue Dec 10, 2019 6:56 am

Integrated of order zero means it's not integrated.
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tinfah
Posts: 31
Joined: Fri Aug 12, 2011 10:23 pm

Re: Panel data integrated of order 0

Postby tinfah » Wed Dec 11, 2019 10:21 pm

Ok thanks
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