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st: Re: Stata code for calculating Zivot-Andrews unit root test in presence of structural break


From   Christopher Baum <kit.baum@bc.edu>
To   Pandelis Mitsi <pmitsi@ucy.ac.cy>
Subject   st: Re: Stata code for calculating Zivot-Andrews unit root test in presence of structural break
Date   Tue, 5 Jul 2011 13:44:28 -0400

Please look at the last example in the help file, which does that. You could use a forvalues or foreach loop to motorize this and run the test for each panel member.

Kit

On Jul 5, 2011, at 1:39 PM, Pandelis Mitsi wrote:

> Dear Prof. F Baum 
> 
> I am writing you regarding the Stata code you kindly posted for calculating Zivot-Andrews unit root test in presence of structural break in http://ideas.repec.org/c/boc/bocode/s437301.html.
> 
> As you state, this code is for working with a single time series from a panel. I work with series data and I need to do the test, again, for one serie on the time. Is there variant of this code for this?
> 
> Pandelis
> 


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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