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ADF test

Posted: Sat Sep 10, 2011 2:55 pm
by delcredere
Hi . i am doing adf test on panel data. however, the panel of one of the variables is still non-stationary even at 2nd difference. what should i do?

Re: ADF test

Posted: Mon Sep 12, 2011 8:26 am
by dimitris
have u concidered to check the variables to logarithm?? if u do that u might find stationarity to all your variables