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Re: st: panel unit root test with structural break
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: panel unit root test with structural break
Date
Thu, 16 Aug 2012 16:38:20 +0500
I was intending to guide you to search for such things which should
have given you results like:
http://econpapers.repec.org/software/bocbocode/s444302.htm
I hope this is for you.
Best
Anees
On Thu, Aug 16, 2012 at 4:02 PM, Dithmer, Jan
<[email protected]> wrote:
> Thank you, Anees.
>
> I had a look at the zandrews command, but it is for time series unit root tests.
> I mean, it can be applied to a single time series within a panel,
> but I was looking for a command that can be applied to the whole panel, like the tests specified in xtunitroot.
> However, these do not account for possible structural breaks.
>
> Best, Jan
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected] [mailto:[email protected]] Im Auftrag von Muhammad Anees
> Gesendet: Thursday, August 16, 2012 12:55 PM
> An: [email protected]
> Betreff: Re: st: panel unit root test with structural break
>
> You should have searched the archives and found something like Zivot-Andrews (JBES 1992). See for full reference and more details the help file.
>
> See for example from -help zandrews-
>
> if not found anything then -ssc install zandrews-
>
> or finally -findit zandrews-
>
> This will help you locate more information also. Hope this helps you.
>
> Best
> Anees
>
> On Thu, Aug 16, 2012 at 3:40 PM, Dithmer, Jan <[email protected]> wrote:
>> Dear all,
>>
>> is there a way to perform a panel unit root test in presence of structural break in Stata?
>> Unfortunately, I was not able to find any command.
>>
>> Thanks...
>> Best, Jan
>>
>> *
>> * 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/
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator COMSATS Institute of Information Technology Attock 43600, Pakistan http://www.aneconomist.com
> *
> * 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/
--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
* 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/