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Panel data integrated of order 0
Posted: Mon Dec 09, 2019 9:54 am
by tinfah
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.
Re: Panel data integrated of order 0
Posted: Mon Dec 09, 2019 10:11 am
by startz
If data isn't integrated, it can't very well be cointegrated...
Re: Panel data integrated of order 0
Posted: Tue Dec 10, 2019 6:10 am
by tinfah
It is integrated of order 0.
Re: Panel data integrated of order 0
Posted: Tue Dec 10, 2019 6:56 am
by startz
Integrated of order zero means it's not integrated.
Re: Panel data integrated of order 0
Posted: Wed Dec 11, 2019 10:21 pm
by tinfah
Ok thanks