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| From | andy pondorfer <andi.pondorfer@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: panel unitroot tests allowing for structural breaks |
| Date | Tue, 16 Oct 2012 13:27:22 +0200 |
Dear Statalist, which of the implemented panel unitroot tests (ips, llc, breitung, hadri, fisher) allow for structural breaks? Most of my variables indicate unitroot, but how can I be sure that structural breaks do not bias these results? Do I have to check the single time-series within the panel by using clemao2 or is there a test for the whole panel? Thanks for your help! Best wishes, Andy * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/