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st: RE : RE: Re: Levin-Lin-Chu


From   "Naceur Khraief" <nkhraief@ecn.ulaval.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE : RE: Re: Levin-Lin-Chu
Date   Sun, 28 Nov 2004 12:27:39 -0500

Ok sorry Nick.

	-------- Message d'origine-------- 
	De: Nick Cox [mailto:n.j.cox@durham.ac.uk] 
	Date: dim. 2004-11-28 12:24 
	À: statalist@hsphsun2.harvard.edu 
	Cc: 
	Objet: st: RE: Re: Levin-Lin-Chu
	
	

	First, please do not send HTML to the list.
	
	Second,
	
	. tsset lnQ
	
	is quite wrong, as -lnQ- is not a time variable.
	
	Nick
	n.j.cox@durham.ac.uk
	
	Naceur Khraief
	
	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 Baum
	
	What does the tsset command say about this variable?
	
	Kit Baum, Boston College Economics
	http://ideas.repec.org/e/pba1.html
	
	
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