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st: levinlin corrected

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: levinlin corrected
Date   Wed, 24 Sep 2008 21:15:17 -0400

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The -levinlin- panel unit root test routine of Baum and Bornhorst has been corrected for a bug involving housekeeping of the panel unit variable. The prior version would fail to keep track of the data properly if the panel variable in the estimation sample (after any - if- or -in- conditions) did not follow the sequence of positive integers. The corrected version may be downloaded from the SSC Archive.

I am grateful to Brian Poi for bringing this problem to my attention.


Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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