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  • Fisher-type test for unit root

    Hi,
    I run a panel model using PCSE.
    Before that, I want to check for stationarity.
    My panel data is unbalanced, for 28 years (2000 observations in total).
    Can I use a Fisher-type test for unit root?

  • #2
    Yes, both the Fisher type test and IPS can accommodate unbalanced panel data.

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