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Re: st: A Question Regarding -xtunitroot-


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A Question Regarding -xtunitroot-
Date   Sat, 8 Sep 2012 19:55:21 -0500

1.  There are no pvalues when the noconstant option is used in
-dfuller-, therefore is nothing for -xtunitroot fisher- sum.

2.  There is no fixed effect constant (such produced by -xtreg, fe-)
because each panel is analyzed separately.

Scott


On Sat, Sep 8, 2012 at 12:01 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
> 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
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