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st: unit root test for panel data


From   "Ping Zheng" <P.Zheng@leeds.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: unit root test for panel data
Date   Tue, 20 Sep 2005 10:39:15 +0100

By following the suggestions from the people, tsset has been done
firstly, then I've tried several ways to do unit root test but
unsuccessful (please see below). what is the commands for dfuller test?
I've also tried "levinlin", "ipshin", but didn't work either.

Many thanks for your help
Ping

 tsset id year, yearly
       panel variable:  id, 1 to 28
        time variable:  year, 1984 to 2002
 
. edit
- preserve
 
. dfuller
varlist required
r(100);
 
. dfuller  lfdi lex lim
too many variables specified
r(103);
 
. dfuller lfdi
sample may not include multiple panels
r(459);
 
. dfuller lfdi lex
too many variables specified
r(103);
 
. edit
- preserve
 
. update query
(contacting http://www.stata.com)
connection timed out -- see help r(2) for troubleshooting
http://www.stata.com did not respond or is not a valid update site
r(2);
 
. update
 
Stata executable
    folder:               L:\win32apps\stata9\
    name of file:         wsestata.exe
    currently installed:  22 Apr 2005
 
Ado-file updates
    folder:               L:\win32apps\stata9\ado\updates\
    names of files:       (various)
    currently installed:  04 May 2005
 
Recommendation
    Type -update query- to compare these dates with what is available
from
    http://www.stata.com.
 
Click to edit automatic update checking preferences
------------------------------------------------------------------------
----------------------------------
 
. levinlin
unrecognized command:  levinlin
r(199);
 
. ipshin
unrecognized command:  ipshin
r(199);
 
. madfuller
unrecognized command:  madfuller
r(199);
 
. 



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