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RE: st: unit root test in panel data
From
Rituparna Basu <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: unit root test in panel data
Date
Thu, 31 May 2012 16:37:56 +0000
Thank you Kit!
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Christopher Baum
Sent: Wednesday, May 30, 2012 3:22 AM
To: [email protected]
Subject: re: st: unit root test in panel data
<>
It would be great if some one can suggest what to do if there is an unit root present in panel data? I was reading the literature and it appeared that one has to estimate dynamic panel data models. Also what if unit root is not present? Any suggestion is highly appreciated.
try -findit panel unit root-
There is no obvious reason why a DPD model would be needed here. If N>>T you might choose to use one, but that depends on your positing some sort of partial adjustment mechanism for the dependent variable.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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