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st: RE: problems about madfuller package


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: problems about madfuller package
Date   Tue, 19 Apr 2005 11:32:04 +0100

This is the test example for Kit Baum's 
-madfuller- from SSC. It works fine for
me. I suspect some different problem, 
such as your Stata not being fully up-to-date. 
-update all- and try again. 

Nick 
n.j.cox@durham.ac.uk 

www, a.k.a Terence 
 
> While using madfuller to test panel unit root,
> I use the example provided by this package.
> Those commands I use are following:
> 
> use  http://fmwww.bc.edu/ec-p/data/hayashi/sheston91.dta,clear
> tsset country year, yearly
> madfuller rgdppc if country<11, lags(2(2)8)
> 
> But I got error message like 'variable __000001 not found' or 
> ' variable
> year not found'
> Does anyone have same experience like this?
> Or the commands I set are wrong?

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