Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Panel Unit Root Test

From   Francesoc Paldini <>
Subject   st: Panel Unit Root Test
Date   Thu, 6 Dec 2012 14:29:02 +0100

Hello Statalist,

I'm working with dynamic panel data (unfortunately with small
data sets) and I'm performing simple fixed effect estimations. Since T
is pretty large (T=30), I don't care about the Nickel Bias.

Actually, I don't get the concept of unit root tests for panel data?
Under which circumstances are unit roots problematic?

Does the asymptotic distribution theory require the estimator to
satisfy the usual (time series) conditions that rule out unit and
explosive roots? Do I need lots of cross-sectional units (in my case:

Best wishes,
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index