Engy Raouf

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Questions related from Engy Raouf

For running a Fully Modified OLS model, do all variables have to be stationary at the same order???

Is it possible to run FMOLS or DOLS if a number of variables are stationary at level while others are stationary at the first difference??

14 April 2022 8,758 0 View

Can we estimate a model for a panel data of (quarterly data but for only one year) and no. of cross sections?

The sample is for one year (4- quarters) and 20 industries. So that the total sample size is 4*20=80. Do we have to make a unit root test in this case???

15 April 2021 592 3 View