st: UNIT ROOT TESTS FOR A UNBALANCED PANEL

["Antonio Rodrigues Andres" <ara@sam.sdu.dk>]

Someone know some code to perform unit root tests on unbalanced panel in
STATA 8?. In addition, the countries are not observed consecutively. It
appears the message there are gaps. How could I handle it?

As far as I know the routines available on panelunit require a balanced
panel.

Comments or suggestions are welcome.

Antonio
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/