English, Article edition: XTFISHER: Stata module to compute Fisher type unit root test for panel data Scott Merryman

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Bookmark: http://trove.nla.gov.au/version/103668
Physical Description
  • code
Language
  • English

Edition details

Title
  • XTFISHER: Stata module to compute Fisher type unit root test for panel data
Author
  • Scott Merryman
Physical Description
  • code
Notes
  • 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 unit root tests, Fisher's test assumes that all series are non-stationary under the null hypothesis against the alternative that at least one series in the panel is stationary. Unlike the Im-Pesaran-Shin (1997) test (help ipshin), Fisher's test does not require a balanced panel.
  • unit root, panel, Fisher
  • RePEc:boc:bocode:s448201
Language
  • English
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