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| From | Fulbert TCHANA TCHANA <ftchanatchana@hotmail.com> |
| To | Statalist Stata <statalist@hsphsun2.harvard.edu> |
| Subject | st: Stationarity and xtivreg and xtivreg2 |
| Date | Sat, 10 Jul 2010 18:52:09 +0100 |
Dear all, I would like to know if in a panel data with large N (e.g 29 countries) small T (e.g. 12 years),the stationarity of variables is important for the consistency of xtivreg and xtivreg 2 results. More precisely, is there any possibility of spurious regression in this case if yes what can be the solution. Thanks in advance, Regards, Ful. _________________________________________________________________ Hotmail: Powerful Free email with security by Microsoft. https://signup.live.com/signup.aspx?id=60969 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/