Hello,
I have a question regrading intepreting the regression coefficients. I have
regressed a stationary dependent variable on three non stationary
indipendent variables. I took the first differences of the three independent
variables to make them stationary.
1. Dependent variable already stationary.(log values of the variable)
2. independendent variables (log value of the variables) were first
differenced to make them stationary.
3. Regressed above variables in the same regession.
Do my regression coefficients represent the elasicity values any more?
I would be greatful if you answer. Thank you.
E.I.Lelwala
Univ of Ruhuna, Sri Lanka.
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