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st: levinlin corrected


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: levinlin corrected
Date   Wed, 24 Sep 2008 21:15:17 -0400

< >
The -levinlin- panel unit root test routine of Baum and Bornhorst has been corrected for a bug involving housekeeping of the panel unit variable. The prior version would fail to keep track of the data properly if the panel variable in the estimation sample (after any - if- or -in- conditions) did not follow the sequence of positive integers. The corrected version may be downloaded from the SSC Archive.

I am grateful to Brian Poi for bringing this problem to my attention.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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