Dear Martin,
Thank you for your response.
I limited the observation to 2600 or so.
If the observations is larger than that, it seems to give blank CV.
Thank you for infomration that I need to specify the source of this command.
YK
On Thu, Apr 30, 2009 at 10:37 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> We has a similar thread a couple of weeks ago
> http://www.stata.com/statalist/archive/2009-04/msg00539.html
> where critical values were missing because the literature had simply not
> tabulated them. I suppose that could be the issue here, too, as the help
> file says:
>
> " The critical values for nharvey for the constant and trend case are
> tabulated
> in NH, 2000."
>
> BTW, you should say where you obtained this command as it is not part of
> official Stata...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Yee Kyoung Kim
> Gesendet: Donnerstag, 30. April 2009 15:33
> An: [email protected]
> Betreff: st: nharvey with no critical value
>
> Dear statalists,
>
> I have conducted panel unit root test using nharvey and obtained no
> critical values as below.
> Can anybody kindly let me know what is the problem with my data?
>
> Thanks in advance.
>
> YK
>
> nharvey pst if ind_short2==3
>
> Nyblom-Harvey (2000) statistic for pst
> Deterministics chosen : constant
> H0: 0 common trends among the 487 series in the panel
> Critical values for N= .
> 10% .
> 5% .
> 1% .
>
> Assuming IID RW errors : 3.9231
>
> With nonparametric adjustment
> for long-run variance (2 lags) : 2.7310
>
>
>
> --
> Yee Kyoung Kim
> Department of Economics
> PhD candidate, Seoul National University, Seoul, Korea
> (Phone) 016-595-6148
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Yee Kyoung Kim
Department of Economics
PhD candidate, Seoul National University, Seoul, Korea
(Phone) 016-595-6148
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
