Unit root testing

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Jagielski
Posts: 1
Joined: Wed Feb 20, 2013 6:24 am

Unit root testing

Postby Jagielski » Wed Feb 20, 2013 6:32 am

Hi everyone,

I am testing for unit roots with a balanced panel data set. I will be using the IPS and Fisher ADF tests.
My question is what form to use: Level or first difference? I am worried about fixed effects, so maybe first difference is a better choice? Eviews7 btw.
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Quyen Nguyen
Posts: 1
Joined: Sat Feb 23, 2013 6:54 pm

Re: Unit root testing

Postby Quyen Nguyen » Sat Feb 23, 2013 7:03 pm

If you want to test I(0) is stationary, you choose Level and I(1) is stationay you choose 1st difference .
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