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st: Re: RE: problems about madfuller package


From   "www" <kaowan@ebtnet.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: problems about madfuller package
Date   Tue, 19 Apr 2005 22:10:05 +0800

Dear Nick:

Thanks for your reply.
I have update all the ado file and executable file.
But the same problem occurs.
When using madfuller package, are there any other packages also required?
I use the levinlin package, it works fine.
But madfuller doesn't.

Terence


----- Original Message -----
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 19, 2005 6:32 PM
Subject: st: RE: problems about madfuller package


> 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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