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st: levin-lin-chu test in panel data


From   "Parul Chhabra" <[email protected]>
To   [email protected]
Subject   st: levin-lin-chu test in panel data
Date   Fri, 03 Oct 2003 11:22:43 +0530

Hello,
I am testing for the presence of a unit root in panel data using the levin-lin-chu test in stata. But i am not able to figure out which specification to consider(constant, constant and trend or no constant-no trend). I am getting a different result from all three of them. I would appreciate any help in this regard.
Thanks,
Parul

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