Statalist, is there anybody who knows of relevant literature on what are the consequences of estimating dynamic panels when the variables have unit roots and what are the consequences for that? (and any possible implementation in Stata)
Any suggestions please?
Dev
Dev Vencappa
School of Economics
University of Nottingham
University Park
Nottingham
NG7 2RD
U.K.
Tel : +44 (0)115 951 5608
Fax: +44 (0) 115 951 4159
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