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st: xtabond2 and unit root
From
Altan bozdoğan <[email protected]>
To
[email protected]
Subject
st: xtabond2 and unit root
Date
Sat, 11 May 2013 10:06:30 +0300
I have panel data and I have tried to run some models using xtabond2.
But some variable have unit root (first order). For this reason, i
want to ask whether the differenced form of the data should be used in
gmm() and iv() equations.
Thanks you
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