Dear Stata users
I am fairly new to Stata but I find it increasingly useful and powerful and
I gradually switched to it.
I have checked the manuals, etc. but it seems to me that the Breitung (2000,
2002) non-parametric tests for (panel) unit roots and cointegration are not
yet implemented in Stata. Do you know if anyone has developed a routine, or
is working on it?
I am currently using Intercooled Stata 9.1
Thanks a lot. Regards,
Ivaylo
P.S. Two references:
http://econ.la.psu.edu/~hbierens/E511THW5.PDF
http://econpapers.repec.org/article/cupetheor/v_3A22_3Ay_3A2006_3Ai_3A06_3Ap_3A1179-1190_5F06.htm
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Ivaylo Nikolov
Department of Economics
Loughborough University
Loughborough
Leicestershire, LE11 3TU
United Kingdom
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