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st: Re: panel unit root tests


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: panel unit root tests
Date   Tue, 23 Nov 2004 08:12:03 -0500

There are numerous other user-written panel unit root tests available in Stata; findit panel unit root should find them. The website below should NOT be used to download the modules if you are using the Windows OS; the resulting files are likely to be corrupted. Windows users should always use the ssc command (recommended for all users).

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Nov 23, 2004, at 2:33 AM, Jeanette wrote:



The IPSHIN (Im-Pesaran-Shin) panel unit root test is available in STATA.
Here's the website to download the STATA module for it:
http://ideas.repec.org/c/boc/bocode/s419704.html

And here's description:
*
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*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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