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st: levin-Lin-Chu

From   "naceur khraief" <[email protected]>
To   [email protected]
Subject   st: levin-Lin-Chu
Date   Sun, 28 Nov 2004 19:41:05 -0500

Hi Users

I have to inform you that I changed my mail, because there is a HTML problem with my MS Outlook email.

My Qusetion: (Hoping someone can help with the following problem)

I have a Panel like this form

lnq = a_1 + a_2.lnQ + a_3.lnREus + a_3.lnREjp + a_4.lnREmq + a_4.lnREsk + a_5.lnREhk + a_6.lnREau + u

lnq: canada exported quantity ( dependent variable)
lnQ, lnREus, lnREjp, lnREmq, lnREsk, lnREhk, lnREau are respectively the canada capacity constraint and the real exchange rate between canada and USA, Japon, Mexico, South-Korea, Hong-Kong and Australia (independent variables).

At the begining I have a Panel and I want to identify each unit's time series, in order to achieve this goal, I used - tsset country datevar- to define both a panel variable and a time variable.
I tested lnq variable I have this result (there is no problem):

levinlin lnq, lag(0)

Levin-Lin-Chu test for lnq Deterministics chosen: constant
Pooled ADF test, N,T = (6,191) Obs = 1140
Augmented by 0 lags (average) Truncation: 18 lags
coefficient t-value t-star P > t
-0.19554 -11.273 -9.85790 0.0000

But When I tested lnQ, I had this results:

levinlin lnQ, lag(0)
Levin-Lin-Chu test for lnQ Deterministics chosen: constant
no observations

Thanks for all

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