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st: Unit Root test for panels

From   Claude Francoeur <>
Subject   st: Unit Root test for panels
Date   Wed, 30 Apr 2008 16:13:35 -0400


I am trying to do an Augmented Dickey-Fuller test for covariance 
stationarity on a panel. I understand that panelunit can do this. Could 
anybody tell me what the syntax should be? As you can see below, panelunit 
should be installed on my computer but STATA does not seem to recognize the 
command. Also, I am not able to find panelunit.ado on my computer. I used 
"ssc install panelunit" and the installation seemed to have gone through 

. sort id year

. tsset id year
       panel variable:  id (strongly balanced)
        time variable:  year, 2004 to 2005

. dfuller csp
sample may not include multiple panels

. panelunit csp
unrecognized command:  panelunit

*To check if panelunit is installed :

. ssc install panelunit
checking panelunit consistency and verifying not already installed...
all files already exist and are up to date.

*   For searches and help try:

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