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st: A Question Regarding -xtunitroot-


From   Yuval Arbel <yuval.arbel@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: A Question Regarding -xtunitroot-
Date   Sat, 8 Sep 2012 08:01:56 +0300

Dear Statalisters,

I used the command -xtunitroot- to test for unit roots in all panels
and ran Fisher-Type tests.

The problem is that I would like to suppress the constant generic
fixed effect terms (by -noconstant-). This possibility is not
available for Fisher-Type tests.

I tried other tests, which have the -noconstant- option, but the
problem is that my panel is unbalanced, and these tests cannot be
performed on an unbalanced panel.

The question is can I do something about it? can I at least run a test
to see whether these generic fixed effect terms are equal to zero?

-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: yuval.arbel@carmel.ac.il
e-mail2: yuval.arbel@gmail.com
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