Fatemeh Dehdar

3 Questions 4 Answers 0 Followers

Questions related from Fatemeh Dehdar

The data for panel Granger Causality must be stationary?

When running panel Granger Causality test, the variables must be in their level form? Or if for example one of them is not stationary the first difference should be used?

27 November 2017 4,244 11 View

Panel unit root test (Im-Pesaran-Shin) shows that both of my variables are stationary I (0). Should I test for cointegration?

I run panel unit root test on two of my variables (Im-Pesaran-Shin) and both of them are stationary I (0). Should I test for cointegration or I can go directly to test for causality?

04 October 2017 987 12 View

How can I test for endogeneity when I'm running fixed effects model in Stata?

26 October 2015 1,419 3 View