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Re: st: xtfisher command for panel stationarity


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtfisher command for panel stationarity
Date   Sun, 19 Sep 2010 13:07:33 -0500

Yes,  -xtfisher- (a user written command) or -xtunitroot fisher- call
on -dfuller-  These test combine information from individual unit root
tests.

Scott


On Sun, Sep 19, 2010 at 9:27 AM, wangpan110 <wangpan110@hotmail.com> wrote:
> Hi, i am running a -xtfisher- command to test the panel stationarity, but
> when i use the -if- option (e.g xtfisher Y if i==1), does that mean i turn
> the panel stationarity test into time series unit root test for a specific
> seriese (i==1 in this case)? If it does, what is difference from traditional
> unit root test like -dfuller- or -dfgls-?
>
> best wishes
>
> Pan
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