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st: re:madfuller

From   Kit Baum <>
Subject   st: re:madfuller
Date   Wed, 20 Apr 2005 07:31:43 -0400

Kaowan said

While using madfuller to test panel unit root,
I use the example provided by this package.
Those commands I use are following:

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?

Kaowan needs to make sure that (1) his Stata is up to date (update query) and (2) that the routine is downloaded with the ssc command, and not a web browser. I just tested these commands on the ssc archive version of madfuller and they work fine in Stata 8.2. They should work properly in Stata 7.0 or better.

Kit Baum, Boston College Economics

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