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Re: st: unit-root tests: xt-fisher, Hadri, ipshin
On Mon, Nov 2, 2009 at 5:50 PM, Carlos Rodriguez
<[email protected]> wrote:
>> So, even if some panels have unit roots but not all, would it be
>>> fine if I run the regression in first-differences to address the issue
>>> of unit roots? Or is this not advisable when not all panels have unit
>>> roots.
I think so, but doesn't over differencing introduce create MA(1) series?
Scott
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