Hi all:
While using madfuller to test panel unit root,
I use the example provided by this package.
Those commands I use are following:
use http://fmwww.bc.edu/ec-p/data/hayashi/sheston91.dta,clear
tsset country year, yearly
madfuller rgdppc if country<11, lags(2(2)8)
But I got error message like 'variable __000001 not found' or ' variable
year not found'
Does anyone have same experience like this?
Or the commands I set are wrong?
Thanks for any advice,
Terence
*
* 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/
