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AW: st: panel unit root test with structural break


From   "Dithmer, Jan" <jdithme@food-econ.uni-kiel.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   AW: st: panel unit root test with structural break
Date   Thu, 16 Aug 2012 13:02:09 +0200

Thank you, Anees.

I had a look at the zandrews command, but it is for time series unit root tests.
I mean, it can be applied to a single time series within a panel,
but I was looking for a command that can be applied to the whole panel, like the tests specified in xtunitroot.
However, these do not account for possible structural breaks.

Best, Jan

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Muhammad Anees
Gesendet: Thursday, August 16, 2012 12:55 PM
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: panel unit root test with structural break

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
*
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*
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*   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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