English, Article edition: PANELUNIT: Stata module to support unit root tests on panel data Christopher F Baum

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Bookmark: http://trove.nla.gov.au/version/175514
Physical Description
  • code
Language
  • English

Edition details

Title
  • PANELUNIT: Stata module to support unit root tests on panel data
Author
  • Christopher F Baum
Physical Description
  • code
Notes
  • These routines are minor modifications of official Stata commands dfgls, dfuller and pperron which permit their use on a single time series of a panel dataset (as specified with an if or in qualifier). Dialogs are provided for each routine.
  • unit root, panel, dfgls, dickey-fuller, phillips-perron
  • RePEc:boc:bocode:s435101
Language
  • English
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