Re: [Gretl-users] OLS problem

Hello, For my school these, i am doing research to investigate the effect of different variables on the reserve currency shares of different currencies. Before i am working with panel data, i liked to make an OLS estimation on the dollar. So i'm using time series data. I checked the variables for stationarity using the ADF-test, and it seems that the dependent variable is non-stationary along with two explanatory variables. The other 4 explanatory variables are stationary. Since you cannot run regressions with variables of a different integration, i am not sure how to proceed.. I suggest it is not appropriate to just take the first differences of the non-stationary variables? Any help on this topic would be very much appreciated. Thanks in advance. For additional info on the data/research, please do not hesitate to contact me. -- Met vriendelijke groeten, Emiel Denuwelaere M: +32 (0)476 56 08 75 E: emiel.denuwelaere(a)gmail.com _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users