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st: panel unitroot tests allowing for structural breaks


From   andy pondorfer <andi.pondorfer@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: panel unitroot tests allowing for structural breaks
Date   Tue, 16 Oct 2012 13:27:22 +0200

Dear Statalist,

which of the implemented panel unitroot tests (ips, llc, breitung,
hadri, fisher) allow for structural breaks? Most of my variables
indicate unitroot, but how can I be sure that structural breaks do not
bias these results? Do I have to check the single time-series within
the panel by using clemao2 or is there a test for the whole panel?

Thanks for your help!
Best wishes,
Andy
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