Some empirical studies using Panel Quantile Regression have tested stationarity, and some have not. Is it necessary to generate unit root tests? And if the variables are I(1), should quantile regression be performed using the first difference, or the level??
It is not necesary to perform the unit root test when dealing with quantile regression modeling. The unit root test is used when considering the non stationary panel-or time series.
It is not necessary to use unit root test while conducting quantiles regression analysis. The methodology does not require differenced variables and no need to conduct cross sectional dependence
It is not necessary to use unit root test while conducting quantiles regression analysis. The methodology does not require unit root test and no need to conduct cross sectional dependence
It is not necessary to use unit root test while conducting quantiles regression analysis. The methodology does not require unit root test and no need to conduct cross sectional dependence
If N>T, do not check stationarity.
If T>N, check stationarity, and the data should be stationary.
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