xtunitroot performs a variety of tests for unit roots (or stationarity) in panel datasets. The Levin–. Lin–Chu (2002), Harris–Tzavalis (1999), ... |
Panel-data unit-root tests. Stata's new xtunitroot command implements a variety of tests for unit roots or stationarity in panel datasets. |
3 авг. 2021 г. · Take a look at page 8 in the pdf entry for xtunitroot. There are a couple of tests that allow unbalanced panels. https://www.stata.com/manuals/ ... xtunitroot interpretation xtunitroot fisher - Interpretation of different statistics output the results of xtunitroot IPS Unit Root Test Options Другие результаты с сайта www.statalist.org |
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test · Economics · 1999. The panel data unit root test suggested ... |
3 мар. 2022 г. · My data is perfectly balanced. I run xtunitroot tests and all the different versions (llc, ips, demean, trend, lags etc.) and I strongly reject ... |
22 авг. 2012 г. · On #1, -xtunitroot- is an official Stata command added in Stata 11. http://www.stata.com/help.cgi?xtunitroot ... |
12 авг. 2015 г. · My best guess based on what you have given, is that either you are incorrectly specifying your data as panel data when it should be declared ... |
8 сент. 2012 г. · Scott, I thank you very much for your answer. Eventually I tried the following solution: I ran -xtreg- with -fe- option where the dependent ... |
Downloadable! xtfisher combines the p-values from N independent unit root tests, as developed by Maddala and Wu (1999). Based on the p-values of individual ... |
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