Cointegration tests
Posted: Wed Oct 02, 2013 6:11 am
dear group,
I am using Eviews 8. I am doing a panel co-integration study. Do dummy variables and interaction dummy variables (country dummy*GDP, for instance) enter unit root and co-integration tests?
in other words, should I test them for stationary and co-integration?
best regards,
lnp3
I am using Eviews 8. I am doing a panel co-integration study. Do dummy variables and interaction dummy variables (country dummy*GDP, for instance) enter unit root and co-integration tests?
in other words, should I test them for stationary and co-integration?
best regards,
lnp3