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st: pperron in Stata11: Difference between Z(rho) and Z(t) statistic


From   Charles Koss <hqtiger@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: pperron in Stata11: Difference between Z(rho) and Z(t) statistic
Date   Mon, 14 Dec 2009 21:51:48 -0600

After,  pperron stata produces the Z(rho) and  the Z(t) statistic. May
you please clarify me what is the difference? It is my understanding
that the Z(t) statistic corresponds to the null hypothesis of the unit
root.

I read the manual for the version 11 of stata; but it does not clarify.

Thanks,

-- 
Charles
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