29 April 2021 4 5K Report

Hello all,

I have a dataset of time series over 10 years (2010-2019; yearly data) and this for several variables; when I applied unit root tests on the level and on first difference, huge anomalies have been raised?

So, my question is it necessary to do these tests ( and we know the sensitivity of the small sample)?

I need further a reference talking about this topic.

Regards.

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