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st: hadrilm versus xtfisher

From   Carlos Rodriguez <>
Subject   st: hadrilm versus xtfisher
Date   Sun, 22 Mar 2009 14:27:17 -0700


I have a question regarding two tests for panel unit root :
When is it ok to rely on the hadrilm test (null hypothesis: all panels
have stationary time series) as opposed to t
he xtfisher (Maddala-Wu) (null: all panels have nonstationary time series)?

Or is it htat the hardrilm is not a test for unit roots while the xtfisher is?

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