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st: RE : hadrilm

From   "Naceur Khraief" <[email protected]>
To   <[email protected]>
Subject   st: RE : hadrilm
Date   Wed, 24 Nov 2004 15:52:32 -0500

Kit thank you for the clarification.

	-------- Message d'origine-------- 
	De: Kit Baum [mailto:[email protected]] 
	Date: mar. 2004-11-23 21:17 
	À: [email protected] 
	Objet: st: hadrilm

	Naceur wrote
	I have a question about the Hadrilm test of statinarity in Panel data.
	Can I use this test with unblanced panel?
	With stata I have this result bellow, but I can't conclude if there's a
	stationnarity or no.
	hadrilm D.lnPTMQ (stata command)
	No, the test does not work with an unbalanced panel. In the example you
	gave, there is no evidence of nonstationarity for the differenced
	series, and clear evidence of nonstationarity in the level series. The
	level series appear to be I(1).
	Kit Baum, Boston College Economics
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