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st: RE : hadrilm
Kit thank you for the clarification.
-------- Message d'origine--------
De: Kit Baum [mailto:firstname.lastname@example.org]
Date: mar. 2004-11-23 21:17
Objet: st: hadrilm
I have a question about the Hadrilm test of statinarity in Panel data.
Can I use this test with unblanced panel?
With stata I have this result bellow, but I can't conclude if there's a
stationnarity or no.
hadrilm D.lnPTMQ (stata command)
No, the test does not work with an unbalanced panel. In the example you
gave, there is no evidence of nonstationarity for the differenced
series, and clear evidence of nonstationarity in the level series. The
level series appear to be I(1).
Kit Baum, Boston College Economics
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