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Re: st: Pnale cointegration tests


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Pnale cointegration tests
Date   Thu, 26 Jan 2006 07:34:50 -0500

Roberto,
  You might try ssc describe d and
look for hadrilm.  Then type: ssc install hadrilm .
  That is one of several panel data unit root tests
available through ssc.
  - Regards,
      Bob Yaffee

Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: clerico zanto <rzanola@yahoo.it>
Date: Thursday, January 26, 2006 5:30 am
Subject: st: Pnale cointegration tests

> As far as I known, the Stata code to conduct Pedroni
> tests for panel cointegration is not written. Is  it
> right? 
> Hence, is any alternative panel cointegration test
> available on Stata?
> Thank you
> roberto
> 
> 
>        	
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