Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure


From   urbain thierry YOGO <[email protected]>
To   [email protected]
Subject   Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure
Date   Tue, 31 Jul 2012 07:30:06 +0100

Thank you Muhammad to have corrected the syntax. But i think the first
line of the command is
tab country, gen(nation)
because the variable to be generated is nation. Am right?
thank you once more

2012/7/31, Muhammad Anees <[email protected]>:
> try this, as I suspect the local definition from Urbain was not
> complete a run of -dfuller- for all the countries one by one.
>
> tab nation, gen(country)
> foreach var of varlist country*  {
> dfuller linfmort if id==`var' ,lags(1) trend
> dfuller infmort if id==`var' ,lags(1) trend
> }
>
>
> On Mon, Jul 30, 2012 at 9:14 PM, Prakash Singh <[email protected]>
> wrote:
>> Dear Urbain
>> Thanks a lot
>>
>> I tried the second lot of command using dfuller but there is not result
>> for it.
>>
>> Prakash
>>
>> On Mon, Jul 30, 2012 at 8:51 PM, urbain thierry YOGO <[email protected]>
>> wrote:
>>> Why don't you make use of xtuniroot.
>>> foreach x of varlist gdp gdppc credit_gdp {
>>> xtunitroot fisher `x' , dfuller lags(2) trend
>>> }
>>>
>>> Then you can run a panel unit root test for each variable. However just
>>> try this
>>> foreach x of local country {
>>> dfuller linfmort if id==`x' ,lags(1) trend
>>> dfuller infmort if id==`x' ,lags(1) trend
>>> }
>>>  best
>>>
>>> 2012/7/30, Prakash Singh <[email protected]>:
>>>> Dear all
>>>> My dataset actually follows panel data format but for some reason I
>>>> need to do time series unit root test also, now as the data set
>>>> contains 189 countries it would be a difficult proposition for me to
>>>> create 189 data file and go for unitroot test in each of the file. Is
>>>> there any way that I can handle the situation without creating 189
>>>> files. I am working with stata 10 data structure is
>>>> country year gdp gdppc credit_gdp and so on; where country ranges from
>>>> 1-189 and year 1950-2009.
>>>>
>>>> Looking forward for help
>>>>
>>>>
>>>> Thanks
>>>> Prakash
>>>> *
>>>> *   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/
>>>>
>>>
>>>
>>> --
>>> *Urbain Thierry YOGO
>>> Ph.D candidate in Economics*
>>> *
>>> *   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/
>> *
>> *   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/
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
> *
> *   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/
>


-- 
*Urbain Thierry YOGO
Ph.D candidate in Economics*
*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index