st: Re: unit root test for panel data

["Gaetano Coletta" <gaetano.coletta@casaccia.enea.it>]

You have first to install the commands levinlin and ipshin on your stata 
version typing "ssc install levinlin", for example.
Then, to estimates the panel unit root test developed by Levin, Lin and Chu 
(LLC, 2002) for the variablle lfdi you have just to type a line like this
"levinlin lfdi, lag(1)"

Bye,
Gaetano

----- Original Message ----- 
From: "Ping Zheng" <P.Zheng@leeds.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, September 20, 2005 11:39 AM
Subject: st: unit root test for panel data



> By following the suggestions from the people, tsset has been done
> firstly, then I've tried several ways to do unit root test but
> unsuccessful (please see below). what is the commands for dfuller test?
> I've also tried "levinlin", "ipshin", but didn't work either.
>
> Many thanks for your help
> Ping
>
> tsset id year, yearly
>       panel variable:  id, 1 to 28
>        time variable:  year, 1984 to 2002
>
> . edit
> - preserve
>
> . dfuller
> varlist required
> r(100);
>
> . dfuller  lfdi lex lim
> too many variables specified
> r(103);
>
> . dfuller lfdi
> sample may not include multiple panels
> r(459);
>
> . dfuller lfdi lex
> too many variables specified
> r(103);
>
> . edit
> - preserve
>
> . update query
> (contacting http://www.stata.com)
> connection timed out -- see help r(2) for troubleshooting
> http://www.stata.com did not respond or is not a valid update site
> r(2);
>
> . update
>
> Stata executable
>    folder:               L:\win32apps\stata9\
>    name of file:         wsestata.exe
>    currently installed:  22 Apr 2005
>
> Ado-file updates
>    folder:               L:\win32apps\stata9\ado\updates\
>    names of files:       (various)
>    currently installed:  04 May 2005
>
> Recommendation
>    Type -update query- to compare these dates with what is available
> from
>    http://www.stata.com.
>
> Click to edit automatic update checking preferences
> ------------------------------------------------------------------------
> ----------------------------------
>
> . levinlin
> unrecognized command:  levinlin
> r(199);
>
> . ipshin
> unrecognized command:  ipshin
> r(199);
>
> . madfuller
> unrecognized command:  madfuller
> r(199);
>
> .
>
>
>
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