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st: levinlin, nocons, unit effects
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
Thank you very much for your help.
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