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Re: st: AW: nharvey with no critical value


From   Yee Kyoung Kim <icejean@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: nharvey with no critical value
Date   Fri, 1 May 2009 20:40:08 +0900

Dear Martin,

Thank you for your response.
I limited the observation to 2600 or so.
If the observations is larger than that, it seems to give blank CV.

Thank you for infomration that I need to specify the source of this command.

YK

On Thu, Apr 30, 2009 at 10:37 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> We has a similar thread a couple of weeks ago
> http://www.stata.com/statalist/archive/2009-04/msg00539.html
> where critical values were missing because the literature had simply not
> tabulated them. I suppose that could be the issue here, too, as the help
> file says:
>
> " The critical values for nharvey for the constant and trend case are
> tabulated
> in NH, 2000."
>
> BTW, you should say where you obtained this command as it is not part of
> official Stata...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Yee Kyoung Kim
> Gesendet: Donnerstag, 30. April 2009 15:33
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: nharvey with no critical value
>
> 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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>
>
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>



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

*
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*   http://www.ats.ucla.edu/stat/stata/



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