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st: ts unit root test


From   api <[email protected]>
To   [email protected]
Subject   st: ts unit root test
Date   Tue, 22 Feb 2011 01:19:14 -0800 (PST)

Hello

I have a panel database with panel and time variables.

panels are 11 countries, and times are 29 years (for each country).

I'm trying to do a unit root test from time series menu, and im getting this
error:

sample may not include multiple panels

The command im trying is: dfuller

I tried adding an if condition, to take one panel (1 country), it say not
enough observations

So my questions are:

1- what is the command for doing panel unit root test?

2- i searched and there is a command :xtunitroot can do the trick, but it is
for version 11 mine is version 10, how to use it?

3- xtunitroot need data to be strongly balanced, mine is weakly balanced (i
have missing values and i guess this what made it weakly balanced).

Any suggestions appreciated.

Thanks in advance


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