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Re: st: RE: Tests for unit roots in panel data.


From   ghislain dutheil <gdutheil@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Tests for unit roots in panel data.
Date   Tue, 26 Aug 2008 09:23:53 +0200

You can also use pescadf., it's allow cross-section dependence. The 
result can be quite different from ipshin and hadrilm

Grant Peter Kabango a écrit :
> Thank you Buzz, it has worked.
>
> Grant.
>
> -----Original Message-----
> From: "Buzz Burhans" <buzzb3@verizon.net>
> To: <statalist@hsphsun2.harvard.edu>
> Date: Sun, 24 Aug 2008 08:23:02 -0600
> Subject: st: RE: Tests for unit roots in panel data.
>
> >From within a web aware Stata:
>
> findit ipshin
>
> and 
>
> findit hadrilm
>
>
> Buzz Burhans, Ph.D. 
>
> Dairy-Tech Group
> Twin Falls, ID
>
> Cell: 208-320-0829
> Fax: 208-735-1289
>
>
>
>
> Email: buzzb3@verizon.net
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Grant Peter
> Kabango
> Sent: Sunday, August 24, 2008 8:15 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Tests for unit roots in panel data.
>
> Dear Statalisters,
>
> I am using Stata Intercooled version 9.2, and I am trying to test for unit
> root in panel data. In the literature, I have noted that there is 'ipshin'
> and 'hadrilm', perhaps among others. However, searching the help file is not
> producing any results.
>
> Any suggestions as to how one may access these functions ?
>
> Thanks
>
> Grant
>
>
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