Nicola Caravaggio

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Questions related from Nicola Caravaggio

How to deal with variables which are non-stationary with drift?

My dependent variable is deforestation rate at country level and after conducting various test for unit roots (e.g. ADF, PP, KPSS, and DF-GLS) my variable results to be stationary with a drift...

26 March 2018 3,669 5 View

Why unit root test results differ from those conducted at panel-level and those country-specific?

I am investigating the order of integration for a particular variable of my analysis: yearly deforestation rates at state level. First, it must be said that data about this variable has been...

22 March 2018 5,202 4 View

Which is the proper interpretation of the Clemente-Montanes-Reyes output in STATA?

I recently approached to the study of time-series unit root tests with multiple breaks. The most applied test in this case - as far as I know - is the one proposed by Clemente, Montanes, and Reyes...

20 March 2018 3,934 2 View

Nicola Caravaggio

How to deal with variables which are non-stationary with drift?

Why unit root test results differ from those conducted at panel-level and those country-specific?

Which is the proper interpretation of the Clemente-Montanes-Reyes output in STATA?

Suggested readings for quasi-experimental analysis with dichotomous outcome