Thanks Allin, just one last question.
  Do we multiply the dummy series by level series or stationary series?


--- On Mon, 11/15/10, Allin Cottrell <cottrell@wfu.edu> wrote:

From: Allin Cottrell <cottrell@wfu.edu>
Subject: Re: [Gretl-users] Do we test for unit root in Dummy variables
To: "Gretl list" <gretl-users@lists.wfu.edu>
Date: Monday, November 15, 2010, 4:11 PM

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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