st: -dfgls- and gaps in sample error message r(498)

From	"Michael Crain" <michaelcrain@hotmail.com>
To	statalist@hsphsun2.harvard.edu
Subject	st: -dfgls- and gaps in sample error message r(498)
Date	Fri, 01 Jun 2007 14:31:32 -0400

Can -dfgls- handle "any" gaps in a time series? It seems that -dfgls- can handle some gaps but not too many. (I might be wrong on this.)

If a time series has a gap and one cannot perform a -dfgls- test, how can one perform a unit root test on the remaining data in the time series (without dropping observations)?

_________________________________________________________________
PC Magazine�s 2007 editors� choice for best Web mail�award-winning Windows Live Hotmail. http://imagine-windowslive.com/hotmail/?locale=en-us&ocid=TXT_TAGHM_migration_HM_mini_pcmag_0507

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/