st: madfuller-im pesaran shin?

[Kit Baum <baum@bc.edu>]

Jean asked

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?


madfuller is not new, merely revised. There are separate SSC packages  
for I-P-S or L-L-(Chu): findit ipshin or findit levinlin for details.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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