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st: Panel data setup


From   "Tong, Tingting" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Panel data setup
Date   Mon, 21 Nov 2011 15:06:54 +0000

Dear all,

I have another question about the panel data setup.

I want to explore the effect of capital input, labor input, energy input, and highway and streets on economic output of food manufactuirng industries.

So I have input and output data for each industry from 1958 to 2005. However, for the data about highway and streets, they are the same for all panels.

So basically, highway and streets data are repeated time series data for all panels.

My question will this setup have some potential problems? 
When I run the unitroot test for highway and street variable, I should use time series method. Is that right?

Thank you.
Tong

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