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st: Unit roots + panel


From   "Cordula Stolberg" <c.stolberg@gmx.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Unit roots + panel
Date   Mon, 13 Jun 2005 22:21:31 +0200 (MEST)

Hello All,

I am looking for a way to test for unit roots with a panel regression. The
problem is that I have an unbalanced panel and a version of Stata that does
not support -xtfisher-. I tried -ipshin- or -madfuller-, but they all don't
seem to work with unbalanced panels. Is -xtfisher- the only option that
works with unbalanced panels?

Thanks,
Cordula 
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