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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 16:38:20 +0500

I was intending to guide you to search for such things which should
have given you results like:

http://econpapers.repec.org/software/bocbocode/s444302.htm

I hope this is for you.

Best
Anees

On Thu, Aug 16, 2012 at 4:02 PM, Dithmer, Jan
<jdithme@food-econ.uni-kiel.de> wrote:
> 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
> *
> *   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/


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