unite root in panel data
Posted: Mon Jul 10, 2023 12:50 pm
I have a study based on five independent variables and a dependent variable. When applying the estimation steps using the CS-ARDL methodology,
I obtained unit root tests for the first-generation that indicated some series are stationary at the level, first difference, and second difference.
Can I continue estimating the model using CS-ARDL, or is there another methodology used in this case?
I obtained unit root tests for the first-generation that indicated some series are stationary at the level, first difference, and second difference.
Can I continue estimating the model using CS-ARDL, or is there another methodology used in this case?