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Re: st: panel unit root test with structural break

From   Muhammad Anees <>
Subject   Re: st: panel unit root test with structural break
Date   Thu, 16 Aug 2012 15:54:32 +0500

You should have searched the archives and found something like
Zivot-Andrews (JBES 1992). See for full reference and more details the
help file.

See for example from -help zandrews-

if not found anything then -ssc install zandrews-

or finally -findit zandrews-

This will help you locate more information also. Hope this helps you.


On Thu, Aug 16, 2012 at 3:40 PM, Dithmer, Jan
<> wrote:
> Dear all,
> is there a way to perform a panel unit root test in presence of structural break in Stata?
> Unfortunately, I was not able to find any command.
> Thanks...
> Best, Jan
> *
> *   For searches and help try:
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Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
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