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


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: repeating timeseries unitroot test for set of 189 countires within panel data structure
Date   Tue, 31 Jul 2012 13:51:51 +0000

<>
On Jul 31, 2012, at 2:33 AM, Prakash wrote:

> 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.

You can use a foreach or forvalues loop to apply the test to each panel:

forv i=1/189 {   // assumes no missing countries
	dfgls whatever if country == `i'
}

Kit


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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