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Re: st: Unit Root test for panels


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Unit Root test for panels
Date   Wed, 30 Apr 2008 17:45:33 -0300

Claude,

try use madfuller instead panelunit

Best,

Joao Ricardo Lima

2008/4/30 Claude Francoeur <claude.francoeur@hec.ca>:
> Hello,
>
> 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
> correctly.
>
>
> . 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
> r(459);
>
> . panelunit csp
> unrecognized command:  panelunit
> r(199);
>
> *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:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
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