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st: RE : Re: Levin-Lin-Chu


From   "Naceur Khraief" <nkhraief@ecn.ulaval.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE : Re: Levin-Lin-Chu
Date   Sun, 28 Nov 2004 12:12:40 -0500

Dear Kit
 
I have a Panel like this form
 
lnq = a_1 + a_2.lnQ + a_3.lnREus + a_3.lnREjp + a_4.lnREmq + a_4.lnREsk + a_5.lnREhk  +     a_6.lnREau + u
 
lnq: canada exported quantity  ( dependent variable) 
lnQ, lnREus, lnREjp, lnREmq, lnREsk, lnREhk, lnREau are respectively the canada capacity constraint and the real exchange rate between canada and USA, Japon, Mexico, South-Korea, Hong-Kong and Australia (independent variables).
At the begining I have a Panel and I want to identify each unit's time series, in order to achieve this goal, having the result of  tsset country datevar to define both a panel variable and a time variable.
I tested lnq variable  Ihave this result (there is no problem):
 
levinlin lnq, lag(0)
 
Levin-Lin-Chu test for lnq        Deterministics chosen: constant
Pooled ADF test, N,T = (6,191)    Obs = 1140   
Augmented by 0 lags (average)     Truncation: 18 lags
coefficient         t-value        t-star            P > t
 -0.19554      -11.273      -9.85790      0.0000
 
But When I tested lnQ, I had this results:
 
levinlin lnQ, lag(0)
Levin-Lin-Chu test for lnQ        Deterministics chosen: constant
no observations
r(2000);
 
In the end the tsset of this variable give this resuts:
 
tsset lnQ
time variable must contain only integer values
r(451);
 
Kit I want to thank you for the help.
Naceur 
 

 
 

 

 
 

	-------- Message d'origine-------- 
	De: Kit Baum [mailto:baum@bc.edu] 
	Date: dim. 2004-11-28 11:23 
	À: statalist@hsphsun2.harvard.edu 
	Cc: 
	Objet: st: Re: Levin-Lin-Chu
	
	

	What does the tsset command say about this variable?
	
	Kit Baum, Boston College Economics
	http://ideas.repec.org/e/pba1.html
	
	On Nov 28, 2004, at 2:33 AM, statalist-digest wrote:
	
	>
	> Hoping someone can help with the following problem:
	> When I use the levinlin command to dependent variable lnQ, I guet the
	> bellow response ( independently of the number of lags):
	>
	> levinlin lnQ, lag(0)
	>
	> Levin-Lin-Chu test for lnQ        Deterministics chosen: constant
	>  no observations
	>  r(2000);
	
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