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st: Re: levin-lin-chu

From   Kit Baum <>
Subject   st: Re: levin-lin-chu
Date   Mon, 29 Nov 2004 07:37:43 -0500

There is obviously something wrong with the way in which your time variable is identified when you examine lnQ. Once you have the panel properly tsset, the test should work fine.


Kit Baum, Boston College Economics

On Nov 29, 2004, at 2:33 AM, Naceur wrote:

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 =
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 =3D (6,191) Obs =3D 1140 =20
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
In the end the tsset of this variable give this resuts:
tsset lnQ
time variable must contain only integer values
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