Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Breitung tests for (panel) unit roots and cointegration?

Subject   st: Breitung tests for (panel) unit roots and cointegration?
Date   Tue, 28 Nov 2006 17:31:02 +0000

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,

P.S. Two references:

Ivaylo Nikolov
Department of Economics
Loughborough University
Leicestershire,  LE11 3TU
United Kingdom

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index