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st: nharvey with no critical value


From   Yee Kyoung Kim <icejean@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: nharvey with no critical value
Date   Thu, 30 Apr 2009 22:32:49 +0900

Dear statalists,

I have conducted panel unit root test using nharvey and obtained no
critical values as below.
Can anybody kindly let me know what is the problem with my data?

Thanks in advance.

YK

nharvey pst if ind_short2==3

Nyblom-Harvey (2000) statistic for pst
Deterministics chosen : constant
H0: 0 common trends among the 487 series in the panel
Critical values for N=     .
                    10%         .
                     5%         .
                     1%         .

Assuming IID RW errors :             3.9231

With nonparametric adjustment
for long-run variance (2 lags) :     2.7310



-- 
Yee Kyoung Kim
Department of Economics
PhD candidate, Seoul National University, Seoul, Korea
(Phone) 016-595-6148
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