Re: [Gretl-users] Do we test for unit root in Dummy variables
Thanks Ricardo
--- On Tue, 11/23/10, Ricardo <ricardogs(a)terra.com.br> wrote:
From: Ricardo <ricardogs(a)terra.com.br>
Subject: Re: [Gretl-users] Do we test for unit root in Dummy variables
To: "Gretl list" <gretl-users(a)lists.wfu.edu>
Date: Tuesday, November 23, 2010, 11:05 AM
In fact, we can test. See
http://cowles.econ.yale.edu/P/cd/d13b/d1364.pdf ad references therein.
Ricardo
Em Seg, 2010-11-15 às 19:11 -0500, Allin Cottrell escreveu:
On Mon, 15 Nov 2010, Anutechia Asongu wrote:
> I wish to know if we test for unit root in dummy variables.
No, we don't.
Allin Cottrell
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