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Re: st: panel unit root test with structural break


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
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.

Best
Anees

On Thu, Aug 16, 2012 at 3:40 PM, Dithmer, Jan
<jdithme@food-econ.uni-kiel.de> 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:
> *   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/


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