Chow test
Posted: Fri Feb 18, 2011 5:38 am
Hi!
I'm doing a research with time series economic data. I would like to know if i'm using variables with unit roots but are cointegrated should I use stationary variables for doing a Chow test or can I use the variables in levels?
Thanks!!!
I'm doing a research with time series economic data. I would like to know if i'm using variables with unit roots but are cointegrated should I use stationary variables for doing a Chow test or can I use the variables in levels?
Thanks!!!