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.