Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Unit root test with small sample correction


From   "Grant Peter Kabango" <g.kabango.1@research.gla.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Unit root test with small sample correction
Date   Mon, 23 Mar 2009 15:54:03 +0000

Dear Statalist,

I am testing for unit root both in panel data as well as time series. My panel data is of the size T=35 and N=20. Which test may be used in this case which can also do sample size correction?

Grant.



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index