panel data unit root test..

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bushra
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Joined: Wed Apr 04, 2012 10:24 am

panel data unit root test..

Postby bushra » Wed Apr 04, 2012 10:49 am

hello every one

i have a quire regarding results of unit root. some of my variables are stationary in levels both with and without trend i.e. I(0) while others are staionary in first difference i.e. I(1) while some are I(1) without trend in levels and I(0) with trend in levels at .05 level of significance( ADF Fisher unit root test). i want to find the long run reltionship using co integration which can be run when series are I(1). now how i have to find long run relationship??

cheers,
Bush

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