I am using Stata9 for panel data. Can I proceed with it?
Yes, it is necessary, LLC, IPS, Fisher tests can help to identify the unit root in your data.
stationarity test are necessary for panel, if you make mutliple regression.
But, you could also make a cointegration relationship if the variables are integrated with first order. I(1)
You should do the unit root test first. If the null hypohtesis of unit root isn't rejected, co-intergration analysis is needed; otherwise, regression is enough.
ok . thanks
kindly suggest do we apply stationarity test for panel data if we require SURE MODEL
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