st: re:madfuller

[Kit Baum <baum@bc.edu>]

Kaowan said

While using madfuller to test panel unit root,
I use the example provided by this package.
Those commands I use are following:

use  http://fmwww.bc.edu/ec-p/data/hayashi/sheston91.dta,clear
tsset country year, yearly
madfuller rgdppc if country<11, lags(2(2)8)

But I got error message like 'variable __000001 not found' or ' variable
year not found'
Does anyone have same experience like this?
Or the commands I set are wrong?


Kaowan needs to make sure that (1) his Stata is up to date (update 
query) and (2) that the routine is downloaded with the ssc command, and 
not a web browser. I just tested these commands on the ssc archive 
version of madfuller and they work fine in Stata 8.2. They should work 
properly in Stata 7.0 or better.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

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