Scott,
would you please tell me the web address for the SSC archive? thanks.
hyojoung
Hyojoung Kim
Assistant Professor of Sociology
University of Washington
202 Savery Hall, Box 353340
Seattle, WA 98195-3340
(Phone) 206-543-9644
(Fax) 206-543-2516
(E-mail) [email protected]
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Tuesday, December 14, 2004 1:25 PM
Subject: st: -xtfisher- package available
> Thanks to Kit Baum, a new package, -xtfisher-, is available from the SSC
archive.
> The program computes a unit root test for panel data based on combining
the p-values
> of independent unit root tests, as developed by Maddala and Wu (1999)
though
> literature on this issue goes back to Tippett (1931) and Fisher (1932).
> Unlike the Im-Pesaran-Shin (2003) test, Fisher's test does not require a
balanced panel.
>
> Bug reports and suggestions may be e-mailed to me.
>
> Scott
>
>
> Fisher, R.A. (1932). Statistical Method for Research Workers, Oliver and
Boyd, Edingurgh,
> 4th ed.
>
> Kyung So Im, M. Hashem Pesaran, Yongcheol Shin. (2003). 'Testing for Unit
Roots in Heterogeneous
> Panels', Journal of Econometrics, 115, 53-74.
>
> Maddala, G.S. and Wu, Shaowen. (1999). 'A Comparative Study of Unit Root
Tests With Panel
> Data and A New Simple Test', Oxford Bulletin of Economics and Statistics
61, 631-652.
>
> Tippett, L.H.C. (1931). The Methods of Statistics, Williams and Norgate,
London, 1st ed.
>
>
>
> *
> * 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/
>
*
* 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/
