This is the test example for Kit Baum's
-madfuller- from SSC. It works fine for
me. I suspect some different problem,
such as your Stata not being fully up-to-date.
-update all- and try again.
Nick
[email protected]
www, a.k.a Terence
> 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?
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