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Re: st: ts unit root test


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ts unit root test
Date   Tue, 22 Feb 2011 09:27:05 +0000

One of your questions is an FAQ:

I have a certain version of Stata and have come across a user-written
program that is apparently written for a later version of Stata. What
are my options?

http://www.stata.com/support/faqs/lang/version2.html

With this size of dataset, plotting the data to look for major
problems sounds competitive with other possibilities.

Nick

On Tue, Feb 22, 2011 at 9:19 AM, api <alaa@api.org.kw> wrote:

> 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).
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