Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: Panel LM Unit Root Test with Heterogenous Structural Breaks


From   "Burak Darbaz" <infinisafricae@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panel LM Unit Root Test with Heterogenous Structural Breaks
Date   Mon, 1 Mar 2010 17:35:27 +0000

Hello,

Does anybody have a code for Im, Lee & Tieslau (2005) panel LM unit root
test with het. structural breaks? I need it for testing unemployment
hysteresis as a part of my empirical project. I was able to find Gauss and
RATS codes but no chance for STATA. Otherwise, is there any alternatives
(besides clemao_io and zandrews)?

Thanks a lot,

Regards

Burak Darbaz

*
*   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   |   Site index