Good day R-listers, I'm currently working on a panel data analysis (N=17, T=5), in order to check for the spurious regression problem, i have to test for stationarity but i've read somewhere that i needn't to test for it as my T<10 , what do you think? if yes is there any other test i have to perform in such case (a kind of cointegration test for small T?)
Any hint would be highly appreciated. Ama. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
