A question on the new madfuller package: does it implement the Im Pesaran Shin, or the Levin Lin, or even the recent Correlated Residuals estimator introduced by Pesaran?
If not, any suggestion as to how each one of these can be implemented in Stata?
Many thanks - Jean
----Message d'origine----
>A: [email protected]
>De: Kit Baum <[email protected]>
>Sujet: st: madfuller
>Date: Sat, 11 Feb 2006 17:08:50 -0500
>
>The madfuller package (modified augmented Dickey-Fuller panel unit
>root test) has been updated. The code is unchanged, but the help file
>more clearly reflects the setup of the test. Thanks to Falko Juessen
>for suggesting the clarification. The revised file is available from
>SSC.
>
>Kit Baum, Boston College Economics
>http://ideas.repec.org/e/pba1.html
>
>
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>
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