re: st: Perron Tests in Stata?

[David Airey <david.airey@Vanderbilt.Edu>]

Not knowing what this was I googled and found definitions of all  
things "unit root tests".

If Stata's pperron command doesn't do it, there is some useful stuff at

http://faculty.washington.edu/ezivot/econ584/notes/unitroot.pdf

e.g., see page 121 which describes the Ng and Perron modification...

-Dave
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