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st: levinlin, nocons, unit effects


From   "Falko Juessen" <F.Juessen@wiso.uni-dortmund.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: levinlin, nocons, unit effects
Date   Wed, 04 Aug 2004 15:12:36 +0200

Dear statalisters,
I have a question concerning the levinlin-ado file (panel unit root test, 
ssc install levinlin). 
The option 'nocons' omits the constant term from the individual Dickey-
Fuller regressions. Is it possible to test for the joint significance of 
the constant terms? My problem is that I do not know how to address these 
coefficients after the estimation, because they are not returned in the 
ereturn list. 

Thank you very much for your help.

Falko Juessen.
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