st: -dfgls- and gaps in sample error message r(498)

From	"Michael Crain" <[email protected]>
To	[email protected]
Subject	st: -dfgls- and gaps in sample error message r(498)
Date	Fri, 01 Jun 2007 14:31:32 -0400

Can -dfgls- handle "any" gaps in a time series? It seems that -dfgls- can handle some gaps but not too many. (I might be wrong on this.)

If a time series has a gap and one cannot perform a -dfgls- test, how can one perform a unit root test on the remaining data in the time series (without dropping observations)?

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