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st: ipshin


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ipshin
Date   Tue, 23 May 2006 15:00:49 -0400

The ipshin (Im-Pesaran-Shin) unit root test routine of Baum and Bornhorst has been corrected for a bug located by Piotr Lewandowski, to whom we are grateful. If the panelIDs of units differed from 1,2,...N in a NxT panel, the augmentation by lagged differences was not performed properly. The current version of the routine handles that issue correctly. ipshin is available from the SSC archive.

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


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