st: ipshin

[Kit Baum <baum@bc.edu>]

The ipshin (Im-Pesaran-Shin) unit root test routine of Baum and  
Bornhorst has been corrected for a bug located by Piotr Lewandowski,  
to whom we are grateful. If the panelIDs of units differed from  
1,2,...N in a NxT panel, the augmentation by lagged differences was  
not performed properly. The current version of the routine handles  
that issue correctly. ipshin is available from the SSC archive.

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


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