Panel Unit Root Tests
Posted: Sat Jan 26, 2013 8:55 am
Hellow
I am working on Panel unit root results.All the variables are stationary except One variable at first difference in One test namely LLC,the rest tests ie IPS,FisherADF and Fischer PP confirms the stationarity on ist difference,only LLC negates.Can i proceed for Panel Cointegeration.
Thanks
Rehman
I am working on Panel unit root results.All the variables are stationary except One variable at first difference in One test namely LLC,the rest tests ie IPS,FisherADF and Fischer PP confirms the stationarity on ist difference,only LLC negates.Can i proceed for Panel Cointegeration.
Thanks
Rehman