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st: RE: xtunitroot ips gives blank results


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtunitroot ips gives blank results
Date   Tue, 21 Sep 2010 20:01:05 +0100

-xtunitroot- has a help file and a manual entry. That's the place to look for guidance, not the web. 

In terms of giving guidance, you don't give us the code you typed. That would help -xt- experts. 

Nick 
n.j.cox@durham.ac.uk 

Ben Gilbert

I'm trying to run stata's xtunitroot ips command on a large unbalanced panel (N=10,000, T ranges from 52 to 292), and there are no missing observations. The program runs, but the output is blank. I get the normal output with a table where test statistics should be, but all the statistics are missing and it says (Not available) where the Fixed-N exact critical values should be reported. I've scoured the web for others with this problem, but there doesn't seem to be much guidance on xtunitroot. 

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